Zirconium diboride (ZrB2) and silicon carbide (SiC) composites have long been of interest since it was observed that ZrB2 improved the thermal shock resistance of SiC. However, processing of these materials can be difficult due to high and different sintering temperatures and differences in the thermodynamic stability of each material. ZrB2–SiC composites have been processed in a variety of ways including hot-pressing, spark-plasma sintering, reactive melt infiltration, pack cementation, chemical vapor deposition, chemical vapor infiltration, stereolithography, direct ink writing, selective laser sintering, electron beam melting, and binder jet additive manufacturing. Each manufacturing method has its own pros and cons. This review serves to summarize more than 60 years of research and provide a coherent resource for the variety of methods and advancements in development of ZrB2–SiC composites.