Survival of premature and low birth weight infants has markedly improved during the last few decades. Nutrition is believed to play a fundamental role in optimizing the growth and development of these infants both during their period of hospital stay and post discharge. Feeding of low birth weight babies is a very challenging issue as trials dealing with various aspects are lacking. There is need for information on the choice of milk for a preterm in hospital and post discharge, fortification, dilemmas regarding when to initiate feeds, progression and frequency of feeds and lastly management of feed intolerance. The purpose of this review is to highlight the paucity of evidence in certain areas of LBW feeding and suggest important areas of future research.