The development of material science in the manufacturing industry has resulted in a huge amount of material data, which are often from different sources and vary in data format and semantics. The integration and fusion of material data can offer a unified framework for material data representation, processing, storage and mining, which can further help to accomplish many tasks, including material data disambiguation, material feature extraction, material-manufacturing parameters setting, and material knowledge extraction. On the other side, the rapid advance of information technologies like artificial intelligence and big data, brings new opportunities for material data fusion. To the best of our knowledge, the community is currently lacking a comprehensive review of the state-of-the-art techniques on material data fusion. This review first analyzes the special properties of material data and discusses the motivations of multi-source material data fusion. Then, we particularly focus on the recent achievements of multi-source material data fusion. This review has a few unique features compared to previous studies. First, we present a systematic categorization and comparison framework for material data fusion according to the processing flow of material data. Second, we discuss the applications and impact of recent hot technologies in material data fusion, including artificial intelligence algorithms and big data technologies. Finally, we present some open problems and future research directions for multi-source material data fusion.