Critically ill patients are hypercatabolic due to stress and inflammation. This condition induces hyperglycemia. Muscle wasting is intense during critical illness. Its prevention is essential. This is possible by early and appropriate nutritional support. Preserving the function of the gastrointestinal tract with enteral nutrition is the gold standard. However, when targeted protein-caloric intake is not met through enteral nutrition within the first three days in the intensive care unit (ICU), supplemental parenteral nutrition is administered to reduce morbidity and mortality. In addition, in order to limit metabolic imbalance and reduce mortality, glycemic control using insulin therapy is mandatory. This article reviews the current understanding of parenteral nutrition and insulin therapy in ICU patients, and provides the decision model applied in our institution.