In modern critical care, the paradigm of 'therapeutic nutrition' is replacing traditional 'supportive nutrition'. Standard enteral formulas meet basic macro- and micronutrient needs; therapeutic enteral formulas meet these basic needs and also contain specific pharmaconutrients that may attenuate hyperinflammatory responses, enhance the immune responses to infection, or improve gastrointestinal tolerance. Choosing the right enteral feeding formula may positively affect a patient's outcome; targeted use of therapeutic formulas can reduce the incidence of infectious complications, shorten lengths of stay in the ICU and in the hospital, and lower risk for mortality. In this paper, we review principles of how to feed (enteral, parenteral, or both) and when to feed (early versus delayed start) patients who are critically ill. We discuss what to feed these patients in the context of specific pharmaconutrients in specialized feeding formulations, that is, arginine, glutamine, antioxidants, certain ω-3 and ω-6 fatty acids, hydrolyzed proteins, and medium-chain triglycerides. We summarize current expert guidelines for nutrition in patients with critical illness, and we present specific clinical evidence on the use of enteral formulas supplemented with anti-inflammatory or immune-modulating nutrients, and gastrointestinal tolerance-promoting nutritional formulas. Finally, we introduce an algorithm to help bedside clinicians make data-driven feeding decisions for patients with critical illness.