Fe-based amorphous materials offer new opportunities for magnetic sensors, actuators, and magnetostrictive transducers due to their high saturation magnetostriction (λs = 20–40 ppm) and low coercive field compared with polycrystalline Fe-based alloys, which have high magnetostriction but large coercive fields and Co-based amorphous alloys with small magnetostriction (λs = −3 to −5 ppm). Additive layer manufacturing (ALM) offers a new fabrication technique for more complex net-shaping designs. This paper reviews the two different ALM techniques that have been used to fabricate Fe-based amorphous magnetic materials, including the structural and magnetic properties. Selective laser melting (SLM)—a powder-bed fusion technique—and laser-engineered net shaping (LENS)—a directed energy deposition method—have both been utilised to fabricate amorphous alloys, owing to their high availability and low cost within the literature. Two different scanning strategies have been introduced by using the SLM technique. The first strategy is a double-scanning strategy, which gives rise to maximum relative density of 96% and corresponding magnetic saturation of 1.22 T. It also improved the glassy phase content by an order of magnitude of 47%, as well as improving magnetic properties (decreasing coercivity to 1591.5 A/m and increasing magnetic permeability to around 100 at 100 Hz). The second is a novel scanning strategy, which involves two-step melting: preliminary laser melting and short pulse amorphisation. This increased the amorphous phase fraction to a value of up to 89.6%, and relative density up to 94.1%, and lowered coercivity to 238 A/m. On the other hand, the LENS technique has not been utilised as much as SLM in the production of amorphous alloys owing to its lower geometric accuracy (0.25 mm) and lower surface quality, despite its benefits such as providing superior mechanical properties, controlled composition and microstructure. As a result, it has been commonly used for large parts with low complexity and for repairing them, limiting the production of amorphous alloys because of the size limitation. This paper provides a comprehensive review of these techniques for Fe-based amorphous magnetic materials.