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Background: This study aimed to identify plasma lipoproteins and small metabolites associated with high risk of malnutrition during intensive care unit (ICU) stay in patients with severe injuries. Methods: This observational prospective exploratory study was conducted at two level-1 trauma centers in the Netherlands. Adult patients (aged ≥18 years) who were admitted to the ICU for more than 48 h between July 2018 and April 2022 owing to severe injuries (polytrauma, as defined by Injury Severity Scores of ≥16) caused by blunt trauma were eligible for inclusion. Partial least squares discriminant analysis was used to analyze the relationship of 112 lipoprotein-related components and 23 small metabolites with the risk of malnutrition (modified Nutrition Risk in Critically Ill score). Malnutrition was diagnosed based on Subjective Global Assessment scores. The relationship of lipoprotein properties and small metabolite concentrations with malnutrition (during ICU admission) was evaluated using mixed effects logistic regression. Results: Overall, 51 patients were included. Lower (very) low-density lipoprotein ([V]LDL) (free) cholesterol and phospholipid levels, low particle number, and higher levels of LDL triglycerides were associated with a higher risk of malnutrition (variable importance in projection [VIP] value >1.5). Low levels of most (V)LDL and intermediate-density lipoprotein subfractions and high levels of high-density lipoprotein Apo-A1 were associated with the diagnosis of malnutrition (VIP value >1.5). Increased levels of dimethyl sulfone, trimethylamine N-oxide, creatinine, N, N-dimethylglycine, and pyruvic acid and decreased levels of creatine, methionine, and acetoacetic acid were also indicative of malnutrition (VIP value >1.5). Overall, 14 lipoproteins and 1 small metabolite were significantly associated with a high risk of malnutrition during ICU admission (P