The fabrication of brittle magnetocaloric materials into heat exchangers is currently challenging for conventional manufacturing techniques. In the present study, we demonstrated that selective laser melting (SLM), an emerging 3D printing technique, offers a new and promising solution to fabricate the (Mn,Fe)(2)(P,Si) magnetocaloric alloys for magnetic refrigeration applications. The hexagonal (Mn,Fe)(2)(P,Si) phase, which shows a first-order magnetic transition, is successfully formed in the SLM-printed samples with a very small amount of impurity phase (less than 2% in volume fraction). The SLM processing parameters (e.g., the laser power and scanning speed) have a strong influence on the microstructure, magnetic phase transition and magnetocaloric properties of the printed samples. The microscopic mechanism underlying the changes in the microstructure and phase transition temperature has also been discussed. Besides that, a large isothermal entropy change, more than three times higher than that of the benchmark Gd material in a field change of 1 and 2 T, has been obtained in the SLM-printed samples.