Frequency selective surface (FSS) has been extensively studied due to its potential applications in radomes, antenna reflectors, high-impedance surfaces and absorbers. Recently, a new principle of designing FSS has been proposed and mainly studied in two levels. In the level of materials, dielectric materials instead of metallic patterns are capable of achieving more functional performance in FSS design. Moreover, FSSs made of dielectric materials can be used in different extreme environments, depending on their electrical, thermal or mechanical properties. In the level of design principle, the theory of metamaterial can be used to design FSS in a convenient and concise way. In this review paper, we provide a brief summary about the recent progress in all-dielectric metamaterial frequency selective surface (ADM-FSS). The basic principle of designing ADM-FSS is summarized. As significant tools, Mie theory and dielectric resonator (DR) theory are given which illustrate clearly how they are used in the FSS design. Then, several design cases including dielectric particle-based ADM-FSS and dielectric network-based ADM-FSS are introduced and reviewed. After a discussion of these two types of ADM-FSSs, we reviewed the existing fabrication techniques that are used in building the experiment samples. Finally, issues and challenges regarding the rapid fabrication techniques and further development aspects are discussed.