Background: Positive effects of early nutritional strategies on neurological outcomes have been observed when nutrients were administered by the enteral route, especially during the first week of life. Evidence reports that serum neurofilament light chain (NfL), a structural protein of neurons, is a specific and reliable biomarker of neuronal damage. Objective: The present study aimed to investigate the effect of early enteral nutrition (EN) in minimizing neuroaxonal damage and assessing NfL serum levels in preterm neonates. Methods: Fifty-four preterm neonates without severe brain impairment and 20 full-term babies as controls were enrolled from the Neonatal Intensive Care Unit at the Policlinico Umberto I in Rome. We performed blood sampling at birth (day of life 0 - DoL 0) in 20 full-term newborns and in 19 pre-term infants. Furthermore, we executed blood sampling at DoL 28 in other 22 pre-term newborns who received early enteral nutrition (EN) within the third DoL (Early-EN) and in 13 other pre-term newborns who received EN after the third DoL (Late-EN). Results: Serum levels of NfL were higher in preterm babies when compared to full-term neonates, at DoL 0 (48.81 ± 9.4 vs. 11.67 ± 1.4 pg/ml; p = 0.007). Interestingly, at DoL 28, serum NfL was significantly decreased in the Early-EN newborns compared to the Late-EN groups (15.22 ± 2.0 vs. 50.05 ± 17.9 pg/ml; p = 0.03). Conclusions: It was shown that early enteral feeding, within the first week of life, could be a useful tool for limiting neurological impairment in pre-term neonates by restoring NfL.