Laser-based Direct Energy Deposition (L-DED) is one of the most commonly employed metal additive manufacturing technologies. In L-DED, a laser beam is employed as a heat source to melt the metal powder that is deposited on a substrate layer by layer for the generation of a desired component. The powder is commonly fed through a nozzle into the molten pool by means of a carrier gas and therefore, a nozzle design that ensures optimal deposition of the material is of critical importance. Additionally, its design also affects the powder and gas flows that arise in the nozzle and during the deposition. This, in turn will affect the characteristics of the generated clad and the performance of the whole deposition. Therefore, an optimization of deposition nozzle geometry can be as important as the controlling of deposition process parameters in order to obtain best component qualities. In this context, the present review work is aimed at analysing the different nozzle designs employed in powder-based L-DED processes and the influence of different geometrical features and configurations on the resulting powder and gas flows. Concretely, the main characteristics of each design, their advantages and their possible shortcomings are analysed in detail. Additionally, a review of most relevant numerical models employed during the development of new and optimised nozzle designs are also addressed.