Digital media (DM) influences children’s food choice. We aim to investigate associations between DM use and taste preferences (TP) for sweet, fatty, bitter, and salty in European children and adolescents. Individuals aged 6–17 years (N = 7094) providing cross-sectional data for DM use: television (TV), computer/game console (PC), smartphone and internet, were included. Children (6 to <12 years) and adolescents (≥12 years) completed a Food and Beverage Preference Questionnaire; scores were calculated for sweet, fatty, salty and bitter preference and categorized (high vs. low). Logistic regression was used to calculate odds ratios as association measures between DM exposure and TP. On average, individuals used media for 2.4 h/day (SD = 1.7). Increasing exposures to DM were associated positively with sweet, fatty and salty TP, while inversely with bitter preference. In female adolescents, DM exposure for >2 h/day was associated with sweet (OR = 1.27, 95% CI = 1.02–1.57) and fatty preference (OR = 1.37; 95% CI = 1.10–1.70). Internet exposure was inversely associated with bitter preference, notably in male adolescents (OR = 0.65, 95% CI = 0.50–0.84), but positively associated with salty preference (OR = 1.29, 95% CI = 1.02–1.64). DM exposure was associated with sweet, fatty, salty and bitter TP in children and adolescents, serving as the basis for future longitudinal studies to shed light on the underlying mechanism by which DM exposure may determine eating habits.