Cognitive approaches to media focus on how individuals process messages. This paper first reviews relevant research in the past thirty years, critically examines the core ideas, and proposes the processing mode model as a new theoretical framework for future research. Next, empirical studies in journalism, health communication, marketing communication, political communication, digital content, and communication technology are discussed to demonstrate how they promote theoretical development and solve practical problems. Finally, this paper points out that the differences in information processing between different people have been ignored in current literature. Future research should pay more attention to the role of emotion, individual differences, and dynamic processes in mediated message processing.