Due to transient gut immaturity, most very preterm infants receive parenteral nutrition (PN) in the first few weeks of life. Yet providing enough protein and energy to sustain optimal growth in such infants remains a challenge. Extrauterine growth restriction is frequently observed in very preterm infants at the time of discharge from hospital, and has been found to be associated with later impaired neurodevelopment. A few recent randomized trials suggest that intensified PN can improve early growth; whether or not such early PN improves long-term neurological outcome is still unclear. Several other questions regarding what is optimal PN for very preterm infants remain unanswered. Amino acid mixtures designed for infants contain large amounts of branched-chain amino acids and taurine, but there is no consensus on the need for some nonessential amino acids such as glutamine, arginine, and cysteine. Whether excess growth in the first few weeks of life, at a time when very preterm infants receive PN, has an imprinting effect, increasing the risk of metabolic or vascular disease at adulthood continues to be debated. Even though uncertainty remains regarding the long-term effect of early PN, it appears reasonable to propose intensified initial PN. The aim of the current position paper is to review the evidence supporting such a strategy with regards to the early phase of nutrition, which is mainly covered by parenteral nutrition. More randomized trials are, however, needed to further support this type of approach and to demonstrate that this strategy improves short- and long-term outcome.