Electrical discharge machining (EDM) can use soft tool electrodes to process hard workpieces to achieve “soft against hard”, because it directly uses electrical energy and thermal energy to remove metal materials. Then, it can generate complex features on harder materials and meet the requirements of excellent surface quality. Since EDM involves many process parameters, including electrical parameters, non-electrical parameters, and materials properties, it is essential to optimize its process parameters to obtain good performance. In this direction, the application of the swarm intelligence (SI) technique has become popular. In this paper, the existing literature is comprehensively reviewed, and the application of the SI technique in the optimization of EDM process parameters is summarized. Sinker-EDM (SEDM), wire-EDM (WEDM), and micro-EDM (MEDM) with various hybrid techniques are among the EDM methods considered in this study because of their broad adoption in industrial sections. The fundamental nature of all review articles will assist engineers/workers in determining the process parameters and processing performance, the SI algorithm, and the optimal technique by which to obtain the desired process parameters. In addition, discussions from the perspectives of the similarity, individuality, and complementarity of various SI algorithms are proposed, and necessary outlooks are predicted, which provides references for the high performance of the EDM processes in the future.