Malnutrition, following critical illness-related metabolic and immune neuroendocrine derangements, is exacerbated by energy and protein deficits beginning early in the intensive care unit (ICU) stay. While nutrition support is an important component of ICU care, adverse effects can occur. Underfeeding, due to insufficient energy and/or protein is associated with poor patient outcomes. Overfeeding carbohydrates, lipids, and/or protein can result in hyperglycemia, hypertriglyceridemia, hepatic dysfunction, and/or azotemia. Individualization of the nutritional prescription with clinical monitoring and repeated adjustment is necessary to avoid harm. Appropriate use of tight glycemic control protocols in combination with nutrition support can prevent hyperglycemia, while minimizing glycemic variability and hypoglycemic events. While the enteral route is favored for nutrition support, early supplemental parenteral nutrition should be considered in selected high-risk patients. Thus, risk stratification of patients upon admission to the ICU can be helpful to design individualized nutritional prescriptions maximizing benefit while avoiding potential interference with recovery.