Feeding small for gestational age (SGA) newborns is extremely challenging and the neonatologist should be brave and cautious at the same time. Although these babies have a high risk of milk intolerance and necrotising enterocolitis, enteral feeding guidelines are not well established and practice varies widely among different neonatal units. Currently available studies on this topic include extremely and very low birth weight neonates, but are not focused specifically on small for gestational age infants. This review analyzes papers focused on feeding interventions in order to provide the best available evidences about the optimum timing for introduction of enteral feeding, how fast feed volume can be advanced, which milk and which feeding method is more appropriate in SGA infants.