The silicon-nitride ceramics gain a lot of interest for applications under severe conditions due to their thermal stability, thermal shock resistance and chemical stability arising from the three-dimensional lattice structure. The silicon-nitride ceramics can be synthesized from silicon-nitride preceramic polymers based on polysilazane (PSZ), as the ability to fabricate ceramic components of specific geometries is difficult to obtain otherwise. This review systematically summarized the applications of PSZ-based silicon-nitride preceramic polymers in the processing of functional materials. A particular focus is made on the relation between the chemical structure of polymer and the properties of the polymer-derived ceramic. The tailored properties as well as characteristics of ceramic are highlighted and the trend of nowadays research for the future evolution of silicon-nitride preceramic polymer was proposed.