Bulk metallic glasses (BMGs) are a subject of interest due to their superior specific properties such as low coefficient of friction, high strength, large ductility in bending, high elastic modulus, high microhardness, and high resistance to corrosion, oxidation, wear, and so on. However, BMGs are difficult to apply in industry due to their difficulty in manufacturing and secondary operation. In the past few decades, many efforts have been carried out to overcome the defects in the manufacturing of BMGs. It is difficult to fabricate complex structures with the whole amorphous alloy owing to the limit of crystallization and critical cooling rate. Additive manufacturing (AM), such as selective laser melting (SLM), can obtain relatively high cooling rates during the “layer-by-layer” process, which makes it possible to surpass the dimensional limitation of metallic glass. In the SLM process, the high-speed cooling of molten pool and the avoidance of secondary processing are very beneficial to the production and application of amorphous alloys. In this paper, based on the research of SLM additive manufacturing BMGs in recent years, the factors affecting crystallization and forming ability are discussed from many aspects according to different material systems. The status and challenges of SLM manufacturing BMGs including Fe-based, Zr-based, Al-based, and some composite-based BMGs will be presented. Mechanical properties and physicochemical properties were introduced. This review aims to introduce the latest developments in SLM additive manufacturing BMGs, especially on the development of process parameters, structure formation, simulation calculation, fracture mechanism, and crystallization behavior. With the traditional fabricating methods, BMGs were mainly used as a structure material. It will provide another alternative to use BMGs as a functional material by introducing SLM technology in amorphous preparation with complex geometry. This review summarizes the technical difficulty and application prospects of BMGs preparation by SLM and discusses the challenges and unresolved problems. This review identifies key issues that need to be addressed in this important field in the future. These problems are related to the application of BMGs as high-strength structural materials and new functional materials in the future.