Current proposals on the temporal sequence in the processing of emotional visual stimuli are partially incompatible with growing empirical data. In the majority of them, the initial evaluation structures (IES) postulated to be in charge of the earliest detection of emotional stimuli (i.e., salient for the individual), are high order structures (i.e., those receiving visual inputs after several synapses). Thus, their latency of response cannot account for the first visual cortex response to emotional stimuli (peaking 80 ms in humans). Additionally, these proposed structures lack the necessary infrastructure to locally analyze the visual features of the stimulus (shape, color, motion, etc.) that define a stimulus as emotional. In particular, the amygdala is defended as the cornerstone IES also in humans, and cortical areas such as the ventral prefrontal cortex or the insula have been proposed as well to intervene in this initial evaluation process. The present review describes several first-order brain structures (i.e., receiving visual inputs after one synapsis), and second order structures (two synapses) that may complement the former, that accomplish with both prerequisites: presenting response latencies compatible with the observed activity at the visual cortex and possessing the necessary architecture to rudimentarily analyze in situ relevant features of the visual stimulation. The visual thalamus, and particularly the lateral geniculate nucleus (LGN), a first-order thalamic nucleus that actively processes visual information, is a good candidate to be the core IES, with the complementary action of the thalamic reticular nucleus (TRN). This LGN-TRN tandem could be supported, also in an ascending, initial evaluation phase, by the pulvinar, a second order thalamic structure, and first-order extra-thalamic nuclei (superior colliculus and certain nuclei of pretectum and the accessory optic system). In sum, the visual thalamus, scarcely studied in relation to emotional processing, is a serious candidate to be the missing link in early emotional evaluation and, in any case, is worth exploring in future research.