We reviewed the literature on the effects of high flow nasal cannula (HFNC) and heated, humidified, high-flow, nasal cannula (HHHFNC) treatment in preterm infants. We found nine studies, but only two were randomized controlled trials. These studies show that: HFNC application is associated to the delivery of continuous distending pressure (CDP) in patients with closed mouth, whose value is proportional to the delivered flow only in smaller infants; the CDP delivered by HFNC is unpredictable and present large inter-patient and intra-patient variability; the use of recently available HHHFNC devices is effective in minimizing nasal mucosa injuries compared to traditional HFNC; the effectiveness of HHHFNC versus NCPAP for the treatment of apnoea of prematurity, respiratory distress syndrome, and the prevention of extubation failure, has been poor investigated and firm conclusions cannot be drawn on this matter. In conclusion, on the basis of published data, the routinary application of HFNC should be limited to patients requiring oxygen-therapy, HHHFNC devices should be preferred to HFNC, but their employment as an alternative to NCPAP should wait for the conclusion of randomized controlled trials.