Additive manufacturing (AM), globally referred to as 3D printing, is a highly flexible manufacturing method that enables the design and creation of complex geometries with ease. This review article comprehensively examines the materials, methods, and applications of AM specifically for the space sector, while identifying current research gaps and proposing future directions. The primary advantages of AM over conventional subtractive manufacturing for space implementations include economic efficiency, unparalleled design freedom, high customizability, tailor-made production, and the ability to process a wide range of materials including metals, polymers, composites, and ceramics. The article focuses on space-grade materials such as high-performance alloys, polymers, and ceramics used in applications ranging from electronic equipment to propulsion systems. It provides a detailed analysis of prevalent metal AM techniques like Powder Bed Fusion and Directed Energy Deposition, as well as non-metal methods including Fused Deposition Modelling and Selective Laser Sintering. Through specific case studies, it demonstrates how AM enables part consolidation, weight reduction, and the production of multifunctional components with integrated capabilities. This review will help readers comprehend current trends in space additive manufacturing and understand its future potential in next-generation space applications, from in-situ manufacturing to the realization of fully additively manufactured spacecraft.