Boys born preterm are recognised to be at higher risk of adverse outcomes than girls born preterm. Despite advances in neonatal intensive care and overall improvements in neonatal morbidity and mortality, boys born preterm continue to show worse short- and long-term outcomes than girls. Preterm birth presents a nutritional crisis during a critical developmental period, with postnatal undernutrition and growth-faltering common complications of neonatal intensive care. Furthermore, this preterm period corresponds to that of rapid in utero brain growth and development, and the developmental window relating to foetal programming of adult non-communicable diseases, the prevalence of which are associated both with preterm birth and sex. There is increasing evidence to show that from foetal life, boys and girls have different responses to maternal nutrition, that maternal breastmilk composition differs based on foetal sex and that early neonatal nutritional interventions affect boys and girls differently. This narrative review examines the evidence that sex is an important moderator of the outcomes of preterm nutrition intervention, and describes what further knowledge is required before providing nutrition intervention for infants born preterm based on their sex. IMPACT: This review examines the increasing evidence that boys and girls respond differently to nutritional stressors before birth, that maternal breastmilk composition differs by foetal sex and that nutritional interventions have different responses based on infant sex. Boys and girls born preterm are given standard nutritional support which does not take infant sex into account, and few studies of neonatal nutrition consider infant sex as a potential mediator of outcomes. By optimising early nutrition for boys and girls born preterm, we may improve outcomes for both sexes. We propose future studies of neonatal nutritional interventions should consider infant sex.