We aimed to assess the current knowledge on the nutritional management of preterm infants at risk of developing bronchopulmonary dysplasia (BPD) or with BPD. We considered the evidence supporting the actual fluid and energy intake, proteins, lipids, and electrolytes requirement, and need for other nutrients in preterm infant at risk of developing BPD or with BPD. We concluded that, although many areas remain to be investigated, early nutrition support and careful adjustment of parenteral nutrition and appropriate enteral feeding selection may enhance the growth and contribute a better neurodevelopment in these patients.