Intrauterine growth is supported by continuous supply of nutrients from mother to the fetus throughout pregnancy therefore preterm birth causes disruption in delivery of nutrients to the fetus. In order to allow growth rate similar to that seen in utero, or avoid extra-uterine growth retardation there should be no interruption in delivery of nutrients from time of birth onwards. Extra-uterine growth retardation is associated with adverse outcomes including chronic lung disease, increased risk to infection and abnormal neurodevelopmental outcome. Provision of appropriate nutritional requirements soon after birth is critical for normal development and growth of preterm infants. Preterm infants are often not able to tolerate volumes of oral feeds that will provide adequate daily requirements for growth within the first week or two of life, therefore parenteral nutrition is often required. Understanding nutritional requirements for preterm infants who require parenteral nutrition is very important. This review discusses the nutritional requirements for preterm infants and parenteral nutrition.