Pancreatic exocrine insufficiency is usually present in patients with pancreatic diseases. Surprisingly, recent studies indicated that patients with critical illness often suffer from pancreatic injury due to non-specific reasons other than pancreatic diseases, and pancreatic exocrine insufficiency is also commonly observed in critically ill adult patients without preexisting pancreatic diseases. It is well known that malnutrition is the main clinical consequence of pancreatic exocrine insufficiency, thus, the high incidence of pancreatic exocrine insufficiency is most likely to be an important contributor of malnutrition which is a frequent problem associated with detrimental clinical outcomes in critically ill patients admitted into intensive care unit. In order to prevent pancreatic exocrine insufficiency due to primary pancreatic diseases, pancreatic enzyme replacement therapy is indispensable to treat indigestion, malabsorption and nutritional deficiency. Similarly, pancreatic enzyme supplementation has the potential to be an adjuvant therapy in critically ill patients with enteral nutrition therapy, which may be helpful to improve the nutritional status and the prognosis of critically ill patients by reducing the occurrence of malnutrition. Here, we reviewed the diagnostic methods of pancreatic exocrine function, the epidemiology and risk factors of pancreatic exocrine insufficiency, and potential treatment strategies for pancreatic exocrine insufficiency in critically ill adult patients.