Stress hyperglycemia recently became a major therapeutic target in the Intensive Care Unit (ICU) since it occurs in most critically ill patients and is associated with adverse outcome, including increased mortality. Intensive insulin therapy to achieve normoglycemia may reduce mortality, morbidity and the length of ICU and in-hospital stay. However, obtaining normoglycemia requires extensive efforts from the medical staff, including frequent glucose monitoring and adjustment of insulin dose. Current insulin titration is based upon discrete glucose measurements, which may miss fast changes in glycemia and which does not give a full picture of overall glycemic control. Recent evidence suggests that continuous monitoring of glucose levels may help to signal glycemic excursions and eventually to optimize insulin titration in the ICU. In this review we will summarise monitoring and treatment strategies to achieve normoglycemia in the ICU, with special emphasis on the possible advantages of continuous glucose monitoring.