The literature provides some evidence that the use of violent video games increases the risk for young people to develop aggressive cognitions and even behaviors. We aimed to verify whether exposure to violent video games is linked to problems of aggression in a sample of Italian children. Four questionnaires were administered to 346 children between 7 and 14 years of age, attending primary and secondary schools in Northern Italy. Variables measured were externalization, quality of interpersonal relationships, aggression, quality of coping strategies, and parental stress. Participants who preferred violent games showed higher scores for externalization and aggression. The use of violent video games and age were linked to higher levels of aggression, coping strategies, and the habitual video game weekly consumption of participants. Our data confirm the role of violent video games as risk factors for problems of aggressive behavior and of externalization in childhood and early adolescence.