One of the main highlights of additive manufacturing (AM) processes is the ability of building components of different sizes and geometries from the build-up of deposition of layers up on layers. However, the deposition heat cycle and amount of heat coming from successively deposited layers poses a challenge on the control of microstructure, particularly for alloys with a complex metallurgy, such as duplex stainless steels (DSSs). Due to successive cycles of rapid cooling and reheating of previously deposited layers, obtaining the ferrite and austenite phases in the adequate proportion needs to be addressed for each process and processing conditions. This manuscript addresses this metallurgical challenge aiming at reviewing the main features of DSSs processed by AM processes, particularly directed energy deposition (DED) processes. The discussion brings the main points that have been investigated on AM of DSSs, including the impact of thermal cycles (effect of heat input or energy density and reheated layers) and post processing heat treatment (PPHT) on the multilayer microstructure. Results obtained by plasma transferred arc directed energy deposition (PTA-DED) and laser directed energy deposition (L-DED) additive processes, electric arc and high energy beam techniques, respectively, are used to illustrate and highlight the response of a gas atomized superduplex stainless steel 2507 to multilayer processing and subsequent PPHT. The relevance of controlling the microstructure on the properties and performance of DSSs processed by AM is also addressed.