Selective laser melting is a very versatile additive manufacturing technique, which allows producing complex geometries as well as manipulating the microstructure and the phase formation. Owing to the high intrinsic cooling rates during processing of glass-forming alloys the formation of crystals can be suppressed and monolithic bulk metallic glasses can be obtained. We have investigated the interrelation between the processing parameters, phase formation and relative density for a Zr-based glass-forming alloy. In the second step, we mixed Nb particles with the glass-forming powder to produce bulk metallic glass matrix composites in order to enhance the mechanical performance. The effect of Nb on the glass-forming ability and phase selection has been investigated. Moreover, the distribution of the Nb particles in the matrix and the processes occurring at the interface between the crystals and the glassy matrix were explored. The details of the microstructures are correlated with the thermo-physical properties.