Cognitive and affective penetration of perception refers to the influence that higher mental states such as beliefs and emotions have on perceptual systems. Psychological and neuroscientific studies appear to show that these states modulate the visual system at the visuomotor, attentional, and late levels of processing. However, empirical evidence showing that similar consequences occur in early stages of visual processing seems to be scarce. In this paper, I argue that psychological evidence does not seem to be either sufficient or necessary to argue in favour of or against the cognitive penetration of perception in either late or early vision. In order to do that we need to have recourse to brain imaging techniques. Thus, I introduce a neuroscientific study and argue that it seems to provide well-grounded evidence for the cognitive penetration of early vision in face perception. I also examine and reject alternative explanations to my conclusion.