Many studies have found that a majority of boys and girls prefer to play with toys that are typed to their own gender but there is still uncertainty about the age at which such sex differences first appear, and under what conditions. Applying a standardized research protocol and using a selection of gender‐typed toys, we observed the toy preferences of boys and girls engaged in independent play in UK nurseries, without the presence of a parent. The 101 boys and girls fell into three age groups: 9 to 17 months, when infants can first demonstrate toy preferences in independent play (N = 40); 18 to 23 months, when critical advances in gender knowledge occur (N = 29); and 24 to 32 months, when knowledge becomes further established (N = 32). Stereotypical toy preferences were found for boys and girls in each of the age groups, demonstrating that sex differences in toy preference appear early in development. Both boys and girls showed a trend for an increasing preference with age for toys stereotyped for boys. Theoretical implications of the findings are discussed with regard to biological predispositions, cognitive development and environmental influences on toy preference. Copyright © 2016 John Wiley & Sons, Ltd.