Anecdotal evidence asserts that extremist materials on the internet play a decisive role in radicalization processes. However, due to a structural absence of empirical data in the current literature, it remains uncertain if—and to what extent—online extremist materials radicalize. Therefore, the approach of the study was two-fold. First, we explored what types of online jihadist media are pro-actively sought and consumed by young adults. Second, we investigated if and how active exposure to online jihadist media is related to cognitive radicalization, whilst taking into account one’s moral disengagement, prior involvement in petty crime, and socio-demographics. Cross-sectional data analyses within a sample of Belgian young adults (n = 1872) show that beheading videos—the most violent and radical form of any of the jihadist materials under scrutiny—were most sought online (36%), but were, paradoxically, the least predictive for radicalization. On the contrary, the rather static jihadist magazines were sought by a small minority (10–11%) but were most strongly associated with radicalization. A stepwise linear regression analysis and Structural Equation Model support our hypothesis that the process of cognitive radicalization is a complex, phasic trajectory from actively seeking out extremist materials to sympathies for violent political behaviors.