Asymmetric sheet rolling is a process used when there are differences in any technological parameters in the horizontal plane across the width of the deformation zone or in the vertical plane between the top and bottom surfaces of the deformation zone. Asymmetry can either have random causes, or it can be created purposefully to reduce rolling force, improve sheet flatness, minimize the ski effect, obtain thinner sheets and for grain refinement and improvement of texture and mechanical properties of sheet metals and alloys. The purpose of this review is to analyze and summarize the most relevant information regarding the asymmetric (hot, warm, cold, cryo) rolling processes in terms of the effect of purposefully created asymmetry on grain size and mechanical properties of pure Mg, Al, Ti and their alloys. The classification and fundamentals of mechanics of the asymmetric rolling process are presented. Based on the analysis of publications related to asymmetric rolling, it was found that a superior balance of strength and ductility in pure Mg, Al, Ti and their alloys could be achieved due to this processing. It is shown that asymmetric rolling in comparison with conventional severe plastic deformation methods have an undeniable advantage in terms of the possibility of the production of large-scale sheets.