The British Phonographic Industry (BPI) scheme has applied to physical music and video since 1995, with logos attached to material deemed offensive or inappropriate for children.
The logo now signposts unsuitable files on sites including iTunes and Amazon.
Singer and mother-of-two Jamelia said the scheme meant parents could "quickly and easily judge" content.
She said it had previously been "almost impossible to stay on top of what's suitable and what's not".
The updated scheme states that UK digital music retailers and streaming services use the Parental Advisory logo or the word "explicit" alongside files that could be considered unsuitable.
The BPI said that while some sites already flagged up explicit content, the scheme, introduced on Tuesday, would provide consistent labelling.
Speaking in June, BPI chief executive Geoff Taylor said it was "important for parents to get the same standards of guidance and information online as they get when buying CDs or DVDs on the high street."
Entertainment retailers and digital service providers have welcomed the move.
The music industry's parental advisory scheme has been extended to explicit content in music and video downloads.