Over the last decades, infantile brain networks have received increased scientific attention due to the elevated need to understand better the maturational processes of the human brain and the early forms of neural abnormalities. Electroencephalography (EEG) is becoming a popular tool for the investigation of functional connectivity (FC) of the immature brain, as it is easily applied in awake, non-sedated infants. However, there are still no universally accepted standards regarding the preprocessing and processing analyses which address the peculiarities of infantile EEG data, resulting in comparability difficulties between different studies. Nevertheless, during the last few years, there is a growing effort in overcoming these issues, with the creation of age-appropriate pipelines. Although FC in infants has been mostly measured via linear metrics and particularly coherence analysis, non-linear methods, such as cross-frequency-coupling (CFC), may be more valuable for the investigation of network communication and early network development. Additionally, graph theory analysis often accompanies linear and non-linear FC computation offering a more comprehensive understanding of the infantile network architecture. The current review attempts to gather the basic information on the preprocessing and processing techniques that are usually employed by infantile FC studies, while providing guidelines for future studies.