The aim of our study is to report our experience on CT-guided radiofrequency ablation (RFA) for osteoid osteoma (OO) in children under 4 years of age and to review the literature regarding this atypical, early onset of the disease. We retrospectively reviewed the clinical and radiological records of the patients treated with CT-guided RFA for OO at our institution (2006–2021), including those under 4 years of age. Data regarding technical success, clinical success, and biopsy diagnostic yield were collected. Moreover, we performed a literature review including previous articles on early-onset OO. We found only 12 patients that were under 4 years of age (12/842–1.4%) at the time of RFA treatment: 4 F and 8 M, mean age at the time of the treatment 35.3 months (range 22–46 months). The mean follow-up was 22.8 months (range 6–96 months). Technical success was achieved in all cases (12/12). In all patients (12/12), a complete remission of the pain symptoms was achieved at clinical follow-up controls. No recurrence of pain or complications were documented. The histopathological diagnosis was confirmed in 4 patients (4/12–33.3%). Moreover, we found another 9 articles in the literature with a main focus on early-onset OO (<4 years old), with a total of 12 patients included; 6 of those patients (6/12–50%) were treated with CT-guided RFA, with success reported 5 cases (5/6–83.3%). Our series of cases treated at a single institution, together with the existing data from the literature, confirms that CT-guided RFA is effective and safe for the treatment of osteoid osteoma, even in atypical, early onset in children under 4 years of age.