Spatial orientation is an important function in daily life because it allows us to reach a target place when moving through our environment, using self-centered (egocentric) or environmental information (allocentric). Compared to other cognitive functions, spatial orientation has been studied less in preschool ages. Some brain areas, such as the hippocampus and the temporal as well as the parietal and frontal cortices, are involved in spatial orientation. Therefore, when these brain regions are altered in neurological conditions or in atypical development in children, we would expect impairment of spatial abilities. The aim of this study is to review studies, published in recent years, that use egocentric and allocentric spatial orientation tasks for assessing spatial memory in preschool children, with the final goal of finding out which tests could be included in a clinical neuropsychological evaluation. We observed that although egocentric spatial orientation emerges first during development, allocentric spatial orientation tasks are employed at very early ages. Most of these tasks are performed in real environments, allowing children's self-movements and using environmental modifications, but technologies such as virtual or augmented reality are increasingly used. Other aspects are discussed, such as the lack of consensus in the nomenclature, the difficulty of tracing the course of development of spatial orientation, or the ecological validity of the tests used. We finally observed that there is greater interest in studying the allocentric framework than the egocentric one, which makes it difficult to compare the use of the two frames of reference during a neuropsychological evaluation in preschool-aged children.