The concept of Need for Orientation introduced in the early years of agenda-setting research provided a psychological explanation for why agenda-setting effects occur in terms of what individuals bring to the media experience that determines the strength of these effects. Until recently, there had been no significant additions to our knowledge about the psychology of agenda-setting effects. However, the concept of Need for Orientation is only one part of the answer to the question about why agenda setting occurs. Recent research outlines a second way to answer the why question by describing the psychological process through which these effects occur. In this review, we integrate four contemporary studies that explicate dual psychological paths that lead to agenda-setting effects at the first and second levels. We then examine how information preferences and selective exposure can be profitably included in the agenda-setting framework. Complementing these new models of information processing and varying attention to media content and presentation cues, an expanded concept of psychological relevance, motivated reasoning goals (accuracy versus directional goals), and issue publics are discussed.