The sick preterm infant has special nutritional needs, and the provision of appropriate nutrition is now recognised as an important part of the increasingly intensive management of this population. "Optimal" nutrition is difficult to define for an individual infant, but prospective randomised studies have shown that the early diet given to preterm infants can have a major impact on their neurological development and growth, with the best outcomes for those receiving either a preterm formula or maternal milk fortified with a range of nutrients. In contrast, diets suitable for term infants do not meet the needs of small preterm infants, either in the short or longer term, and should not be used. This article reviews the nutritional needs of the preterm infant and outlines the strategies commonly used in this area of neonatal intensive care.