Nasal High Flow (HF) is a mode of 'non-invasive' respiratory support for preterm infants, with several potential modes of action, including generation of distending airway pressure, washout of the nasopharyngeal dead space, reduction of work of breathing, and heating and humidification of inspired gas. HF has several potential advantages over continuous positive airway pressure (CPAP), the most commonly applied form of non-invasive support, such as reduced nasal trauma, ease of use, and infant comfort, which has led to its rapid adoption into neonatal care. In recent years, HF has become a well-established and commonly applied treatment in neonatal care. Recent trials comparing HF and CPAP as primary support have had differing results. Meta-analyses suggest that primary HF results in an increased risk of treatment failure, but that 'rescue' CPAP use in those infants with HF failure results in no greater risk of mechanical ventilation. Even in studies with higher rates of HF failure, the majority of infants were successfully treated with HF, and rates of important neonatal morbidities did not differ between treatment groups. Importantly, these studies have included only infants born at ≥28 weeks' gestational age (GA). The decision whether to apply primary HF will depend on the value placed on its advantages over CPAP by clinicians, the approach to surfactant treatment, and the severity of respiratory disease in the relevant population of preterm infants. Post-extubation HF use results in similar rates of treatment failure, mechanical ventilation, and adverse events compared to CPAP. Post-extubation HF appears most suited to infants ≥28 weeks; there are few published data for infants below this gestation, and available evidence suggests that these infants are at high risk of HF failure, although rates of intubation and other morbidities are similar to those seen with CPAP. There is no evidence that using HF to 'wean' off CPAP allows for respiratory support to be ceased more quickly, but given its advantages it would appear to be a suitable alternative in infants who require ongoing non-invasive support. Safety data from randomised trials are reassuring, although more evidence in extremely preterm infants (<28 weeks' GA) is required.