Numerous adverse effects caused by oxidative stress are commonly observed in preterm infants. This stress is caused by the oxidative burden resulting mainly from supplemental oxygen and parenteral nutrition (PN), and by their precarious antioxidant defense system. The natural antioxidant defense against these oxidant molecules relies on glutathione, levels of which are low in preterm infants. Given that several short- and long-term biological complications, including lung damage, are associated with this oxidative stress, the aim of this review was to discuss possible methods for reducing it. Consequently, after briefly discussing the effectiveness of reducing oxidative stress-related effects achieved through adequate photoprotection of PN, it is proposed to correct glutathione deficiency by adding glutathione to PN intended for premature infants. This article addresses the 1) importance and efficacy of parenteral glutathione in preventing oxidative stress, 2) causes of glutathione deficiency and ways to prevent it, 3) reasons why the disulfide form (GSSG) is recommended over the reduced form (GSH) for enriching PN, and 4) safety profile of glutathione infusion. In conclusion, we believe that the time has come to improve the health of premature infants by providing them with GSSG supplemented PN that is adequately photoprotected.