Children are getting hold of 18+ rated games despite increasing pressure on the video games industry from the EU, including a new ratings system for online content.
The UK's Trading Standards Institute says that children are still managing to get hold of games, including the controversial Manhunt 2, through online auction websites.
Welsh Heads of Trading Standards (WHOTS) carried out the investigation.
It contacted six local authorities, who enlisted volunteers aged between 12 and 16, who then tried to buy 18-rated video games online, paying for them with postal orders.
The games included Grand Theft Auto IV, Godfather and Hitman, all carry a British Board of Film Classification (BBFC) rating of 18 because they contain violent scenes.
In its report, the Institute says that almost 90% of retailers it tested sold under-18s games that are designed for adults only.
This is despite the fact that traders can face a fine or up to six months in jail for this.
"This survey shows how easily children can gain access to age-restricted, violent video games", said Lee Jones, acting head of trading standards at Bridgend County Borough Council.
The report stated that retailers need to be more responsible and that parents and guardians also had "an important role to play in making sure their children are not playing unsuitable video games".
Brandon Cook, the institute's lead officer for age-restricted sales, concluded: "If traders cannot be sure the person they are selling to is over 18, then they should not be selling".