Sunscreen application is the main strategy used to prevent the maladies inflicted by ultraviolet (UV) radiation. Despite the continuously increasing frequency of sunscreen use worldwide, the prevalence of certain sun exposure-related pathologies, mainly malignant melanoma, is also on the rise. In the past century, a variety of protective agents against UV exposure have been developed. Physical filters scatter and reflect UV rays and chemical filters absorb those rays. Alongside the evidence for increasing levels of these agents in the environment, which leads to indirect exposure of wildlife and humans, recent studies suggest a toxicological nature for some of these agents. Reviews on the role of these agents in developmental and endocrine impairments (both pathology and related mechanisms) are based on both animal and human studies, yet information regarding the potential neurotoxicity of these agents is scant. In this review, data regarding the neurotoxicity of several organic filters: octyl methoxycinnamate, benzophenone-3 and −4, 4-methylbenzylidene camphor, 3-benzylidene camphor and octocrylene, and two allowed inorganic filters: zinc oxide and titanium dioxide, is presented and discussed. Taken together, this review advocates revisiting the current safety and regulation of specific sunscreens and investing in alternative UV protection technologies.