This research is a comprehensive review of the sustainability of additive manufacturing, from the circular economy and recycling of materials to other environmental challenges involving the safety of materials and manufacturing. There has been important progress in this area, with an increasing number of papers that cover diverse environmental aspects, including the circular economy, recycling and the life cycle assessment of materials. This increase is due to the importance that scientists, industry, government and society are now giving to these topics. This review seeks to develop a greater awareness in relation to the possibilities and implications in the use of the AM, as well as to encourage sustainable development by raising awareness in relation to the taking of necessary actions to achieve compliance of the Sustainable Development Goals. Similarly, current trends are examined in relation to the practices that are currently being adopted in order to ensure that AM is consolidated as a sustainable and convenient practice in the economic, social and environmental spheres. In general, polymers, ceramics, metals and composite materials are now undergoing intensive research to improve their use. Although this research shows that significant progress has been made on several relevant issues, using materials optimization to minimize energy and waste is still far from a global solution.