We review the state of evidence supporting a link between violent media exposure in preschool- aged children and subsequent well-being outcomes. We searched through four decades (1971–2011) of literature for enlightening details on the relationship between early exposure to media violence and health outcomes in later childhood and adolescence. Evidence suggests that preschool exposure may be linked to increased aggression and self-regulation problems. Results are discussed in the context of displacement, social cognitive and overstimulation theories. We recommend increasing efforts towards developing guidelines for families and professionals concerned with the well-being of children.