ICU patients are a highly heterogeneous group, necessitating individualized nutritional support. This review examined recent advances in individualized nutritional therapy for critically ill patients. Before nutritional treatment, nutritional risk screening and nutritional assessment are required to determine whether individual ICU patients can benefit from nutritional therapy and assess their ability to tolerate nutrition. Equations are inaccurate in predicting resting energy expenditure in critically ill patients. In contrast, indirect calorimetry-guided energy delivery significantly improved survival in ICU patients and is strongly recommended by guidelines. High-protein supply strategies do not improve patients' prognoses, while improved nitrogen balance is associated with reduced all-cause mortality in critically ill patients. This emphasizes the requirement for dynamic monitoring of nitrogen balance during nutritional therapy. Additionally, nutritional treatment requires attention to refeeding syndrome and feeding tolerance monitoring. In summary, nutritional therapy must be individualized, evaluated, monitored, and adjusted throughout treatment. Furthermore, well-designed RCTs on individualized nutritional therapy in critically ill patients are required.