Malnutrition is directly related to the outcomes of critically ill children. Providing ideal nutritional treatment can reduce the high catabolic state caused by the critically ill, reduce oxidative damage and regulate immune response, then improving clinical prognosis. Optimized nutritional supply for critically ill children has been transformed from auxiliary support to one of the important treatment methods. Enteral nutrition is the preferred way to provide nutrition, but parenteral nutrition is the only method of supplement and replacement when the supply of enteral nutrition is insufficient or deficient. This article reviews the timing of parenteral nutrition initiation, protein and amino acids in parenteral nutrition, the mechanism of possible adverse effects in early parenteral nutrition, and issues related to parenteral nutrition in premature infants, in order to help clinicians in pediatric intensive care unit improve the evaluation and management of parenteral nutrition use.