Nutrition therapy in sepsis is challenging and differs from the standard feeding approach in critically ill patients. The dysregulated host response caused by infection induces progressive physiologic alterations, which may limit metabolic capacity by impairing mitochondrial function. Hence, early artificial nutrition should be ramped-up and emphasis laid on the post-acute phase of critical illness. Caloric dosing is ideally guided by indirect calorimetry, and endogenous energy production should be considered. Proteins should initially be delivered at low volume and progressively increased to 1.3 g/kg/day following shock symptoms wane. Both the enteral and parenteral route can be (simultaneously) used to cover caloric and protein targets. Regarding pharmaconutrition, a low dose glutamine seems appropriate in patients receiving parenteral nutrition. Supplementing arginine or selenium is not recommended. High-dose vitamin C administration may offer substantial benefit, but actual evidence is too limited for advocating its routine use in sepsis. Omega-3 polyunsaturated fatty acids to modulate metabolic processes can be safely used, but non-inferiority to other intravenous lipid emulsions remains unproven in septic patients. Nutrition stewardship, defined as the whole of interventions to optimize nutritional approach and treatment, should be pursued in all septic patients but may be difficult to accomplish within a context of profoundly altered cellular metabolic processes and organ dysfunction caused by time-bound excessive inflammation and/or immune suppression. This review aims to provide an overview and practical recommendations of all aspects of nutritional therapy in the setting of sepsis.