Several studies have focused on the composition of macro- and micro-nutrients of human milk in order to define a gold standard for the composition of infant formulas. Human milk contains animal-fats mainly characterized by the presence of long-chain polyunsaturated fatty acids (LCPUFA) of both the n-6 and n-3 series which have structural and functional roles, particularly in preterm infants. It is still discussed whether dietary LCPUFA may have positive effects on the neurodevelopmental steps of term infants too. Nucleotides are low-molecular weight compounds. They seem to enhance the intestinal growth and maturation as well as the immune function, and play a role in energy metabolism. Selenium is involved in protective reactions. Despite there is no scientific consensus to support the use of LCPUFA in term formulas, it is advisable to improve formulas just to approach more closely the composition of human milk. As long as nucleotides are concerned further studies must be carried out in order to define their efficacy and safety. The potential generation of hydroxy radicals from the new molecules added to formulas point out also the protective role of antioxidant molecules such as selenium in infant nutrition.