In preterm infants, it is important to ensure adequate nutritional intake to accomplish foetal growth requirements. This study evaluated clinical practice regarding the prescription of parenteral nutrition in preterm infants in the neonatology unit of a tertiary hospital. It was a retrospective observational study of a sample of preterm infants (n = 155) born between January 2015 and December 2017 who were prescribed parenteral nutrition. Compliance with the hospital’s protocol and with the guidelines of the scientific societies American Society for Parenteral and Enteral Nutrition (ASPEN), European Society for Clinical Nutrition and Metabolism (ESPEN) and Spanish Society of Clinical Nutrition and Metabolism (SENPE) was evaluated. The differences in macronutrient intake and total duration of parenteral nutrition were analysed according to gestational age and birth weight. The established protocol was followed in a high percentage (95.5%–100%) except with respect to the initiation of supplying established trace elements (64.9%). Compliance with the recommendations set forth in the guidelines was between 82.1% and 100%, with the exception of the initial carbohydrate intake recommended by ASPEN and ESPEN, for which compliance was 8.3%. Lower gestational age and birth weight were correlated with longer duration of parenteral nutrition (p < 0.001). A lower gestational age and birth weight are related to a longer duration of parenteral nutrition. The results of this study demonstrate the importance of developing and evaluating protocols in clinical practice.