Video games are an increasingly popular leisure activity. As many best‐selling games contain hyper‐realistic violence, many researchers and policymakers have hypothesized that violent games cause violent behaviors. Laboratory experiments have found evidence suggesting that violent video games increase aggression. Before drawing policy conclusions about the effect of violent games on actual behavior, these experimental studies should be subjected to tests of external validity. Our study uses a quasi‐experimental methodology to identify the short‐run and medium‐run effects of violent game sales on violent crime using time variation in retail unit sales data of the top 30 selling video games and violent criminal offenses from both the Uniform Crime Report and the National Incident‐Based Reporting System from 2005 to 2011. We find no evidence of an increase in crime associated with video games and perhaps a decrease.