Ceramic oxides, renowned for their exceptional combination of mechanical, thermal, and chemical properties, are indispensable in numerous crucial applications across diverse engineering fields. However, conventional manufacturing methods frequently grapple with limitations, such as challenges in shaping intricate geometries, extended processing durations, elevated porosity, and substantial shrinkage deformations. Direct additive manufacturing (dAM) technology stands out as a state-of-the-art solution for ceramic oxides production. It facilitates the one-step fabrication of high-performance, intricately designed components characterized by dense structures. Importantly, dAM eliminates the necessity for post-heat treatments, streamlining the manufacturing process and enhancing overall efficiency. This study undertakes a comprehensive review of recent developments in dAM for ceramic oxides, with a specific emphasis on the laser powder bed fusion and laser directed energy deposition techniques. A thorough investigation is conducted into the shaping quality, microstructure, and properties of diverse ceramic oxides produced through dAM. Critical examination is given to key aspects including feedstock preparation, laser–material coupling, formation and control of defects, in-situ monitoring and simulation. This paper concludes by outlining future trends and potential breakthrough directions, taking into account current gaps in this rapidly evolving field.