Infant cereals play an important role in the complementary feeding period. The aim of this study was to review existing research about the quantity, type, and degree of infant cereal processing, with a special focus on whole grain infant cereals. Accumulating evidence shows many benefits of whole grain consumption for human health. Likewise, consumers are frequently linking the term whole grains to healthiness and naturality, and sustainable food production becomes a more important aspect when choosing an infant cereal brand. Whole grain cereals should be consumed as early as possible, i.e., during infancy. However, there are several challenges that food manufacturers are facing that need to be addressed. Recommendations are needed for the intake of whole grain cereals for infants and young children, including product-labeling guidelines for whole grain foods targeting these age stages. Another challenge is minimizing the higher contaminant content in whole grains, as well as those formed during processing. Yet, the greatest challenge may be to drive consumers’ acceptance, including taste. The complementary feeding period is absolutely key in shaping the infant’s food preferences and habits; therefore, it is the appropriate stage in life at which to introduce whole grain cereals for the acceptance of whole grains across the entire lifespan.