During the additive manufacturing (AM) process, energy is transferred from the energy beam to the processed material. The high-energy input and uneven temperature distribution result in the high-temperature gradient, large thermal stress, and warping deformation. The scanning strategy, one of the representative AM processing parameters, plays an important role in the microstructures, mechanical properties, and residual stresses of 3D printed parts. It is necessary to review the current state of research about scanning strategy in additive manufacturing, and this paper seeks to address this need. This review mainly focuses on the scanning strategies in selective laser melting process. Various scanning strategies and their effects on mechanical properties, microstructures, and residual stresses of selective laser melted parts are summarized. Finally, some suggestions on the optimization of scanning strategy for better performance are provided based on the above analysis.