This review provides a critical overview of the influence of the Laser Powder Bed Fusion (LPBF) processing parameters on the final properties of the three steels used in the plastic injection mould industry (420 stainless steel, H13, and P20 steels). The main objective is to provide an engineering overview concerning the response of the parts made from the materials produced by this technique. A comprehensive summary of LPBF processing parameters and their influence on the physical, mechanical, tribological, corrosion, and thermal properties of the LPBFed parts is presented and discussed. An analysis of the suitability of these steels for the production of components for the plastic injection mould industry is also presented. This review shows that, despite the increase research about these steels over recent years, there are still some shortcomings and issues that require further investigation, such as the behaviour of LPBFed parts in-service conditions, their thermal behaviour, and the influence of the processing parameters and their surroundings on the final properties of the parts.