(1) Background: The principal aim of our research was to explore the relationship between digital devices use and fine motor skills in children aged three to six years and to explore the effect of some socio-demographic factors. (2) Methods: we enrolled 185 children aged between three to six years. The parents of all the participants fulfilled a questionnaire to explore the digital device use, and their children performed a standardized test to assess fine motor skills (APCM-2). We performed the Spearman correlation test to explore the relationship between different variables. (3) Results: the children spent an average of 3.08 ± 2.30 h/day on digital devices. We did not find a significant association between the time of use of digital devices and fine motor skills (p= 0.640; r = −0.036). The youngest children experienced digital tools earlier than older ones (p< 0.001; r = 0.424) and they were also the ones who used digital tools more time afterwards (p= 0.012; −0.202). The children who had working parents spent more time on digital devices (p= 0.028; r = 0.164/p= 0.037; r = 0.154) and used digital devices earlier (p= 0.023; r = 0.171). (4) Conclusions: This data suggest that it would be useful to monitor the use of digital tools, especially in the very first years of life. Future studies are needed to further explore this topic.