Abstract: As early as infancy, children immerse themselves in playful activities with the purpose of making sense of the world around them. However, their effort to achieve this is most frequently halted by parents, care givers and teachers who work around with them. There have been questions surrounding the importance of play for children in Tanzania. The major question has been what children learn when they play. Lack of knowledge on the importance of play for children has led parents, care givers and preschool teachers deny children their rights to play, instead they have placed more emphasis on reading and arithmetic. This paper is based on literature review, and presents the developmental stages of childhood and discusses the importance of play for cognitive, social, emotional and physical development of children. The paper suggests that parents, community and preschools, and society as a whole should create conducive and safe environment for children to play, so as to help children to develop their capabilities to their full potentials.