Data regarding the nutritional management of preterm small for gestational age (SGA) infants are scarce. In the recent report of ESPGHAN, the recommended energy for very preterm infants during hospitalization has been increased, yet this may not fit the needs of all preterm infants. It is important to distinguish fetal growth-restricted (FGR) infants from constitutional SGA infants, as well as preterm SGA from preterm AGA infants, since they may have different nutritional needs. Preterm FGR infants, and specifically infants < 29 weeks’ gestation, accumulate nutrient deficits due to intrauterine malnutrition, prematurity, morbidities, delayed initiation of feeding, and feeding intolerance. Therefore, these infants may need more aggressive nutrition for optimal catch-up growth and neurologic development. However, a balance should be kept between optimal and excessive catch-up growth, since the combination of intrauterine malnutrition and excessive postnatal growth has been linked with later adverse metabolic consequences. Furthermore, multiple gestation is often complicated by FGR and prematurity. There is controversy in the definition of FGR in multiple gestations, and it should be noted that FGR in multiple gestation usually differs etiologically from FGR in singletons. The aim of this review is to summarize existing knowledge regarding the nutritional needs of preterm FGR and FGR infants of multiple gestation.