Nutrition is one of the foundations for supporting and treating critically ill patients. Nutritional support provides calories, protein, electrolytes, vitamins, and trace elements via the enteral or parenteral route. Acute kidney injury (AKI) is a common and devastating problem in critically ill patients and has significant metabolic and nutritional consequences. Moreover, renal replacement therapy (RRT), whatever the modality used, also profoundly impacts metabolism. RRT and of the extracorporeal circuit impede ‘effect the evaluation of a patient's energy requirements by clinicians. Substrates added and removed within the extracorporeal treatment are not always taken into consideration, making treatment even more challenging. Furthermore, evidence on nutritional support during continuous renal replacement therapy (CRRT) is scarce, and there are no clinical guidelines for nutrition adaptations during CRRT in critically ill patients. Most recommendations are based on expert opinions. This review discusses the complex interaction between nutritional support and CRRT and presents some milestones for nutritional support in critically ill patients on CRRT.