Critically ill patients depend on artificial nutrition for the maintenance of their metabolic functions and lean body mass, as well as for limiting underfeeding-related complications. Current guidelines recommend enteral nutrition (EN), possibly within the first 48 hours, as the best way to provide the nutrients and prevent infections. EN may be difficult to realize or may be contraindicated in some patients, such as those presenting anatomic intestinal continuity problems or splanchnic ischemia. A series of contradictory trials regarding the best route and timing for feeding have left the medical community with great uncertainty regarding the place of parenteral nutrition (PN) in critically ill patients. Many of the deleterious effects attributed to PN result from inadequate indications, or from overfeeding. The latter is due firstly to the easier delivery of nutrients by PN compared with EN increasing the risk of overfeeding, and secondly to the use of approximate energy targets, generally based on predictive equations: these equations are static and inaccurate in about 70% of patients. Such high uncertainty about requirements compromises attempts at conducting nutrition trials without indirect calorimetry support because the results cannot be trusted; indeed, both underfeeding and overfeeding are equally deleterious. An individualized therapy is required. A pragmatic approach to feeding is proposed: at first to attempt EN whenever and as early as possible, then to use indirect calorimetry if available, and to monitor delivery and response to feeding, and finally to consider the option of combining EN with PN in case of insufficient EN from day 4 onwards.