Selective laser melting (SLM) is a powder bed fusion type metal additive manufacturing process which is being applied to manufacture highly customised and value-added parts in biomedical, defence, aerospace, and automotive industries. Aluminium alloy is one of the widely used metals in manufacturing parts in SLM in these sectors due to its light weight, high strength, and corrosion resistance properties. Parts used in such applications can be subjected to severe dynamic loadings and high temperature conditions in service. It is important to understand the mechanical response of such products produced by SLM under different loading and operating conditions. This paper presents a comprehensive review of the latest research carried out in understanding the mechanical properties of aluminium alloys processed by SLM under static, dynamic, different build orientations, and heat treatment conditions with the aim of identifying research gaps and future research directions.