Oxyfluoride glass-ceramics (OxGCs) are transparent materials composed by an oxide glass matrix with homogeneously distributed fluoride nanocrystals. In particular, OxGCs with RE-doped lanthanide-fluoride nanocrystals are of special interest for photonic applications. More than 600 publications including several review papers were indexed on Scopus related to “glass-ceramics” revealing the importance of the topic. Melt-quenching followed by thermal treatment, is the most used preparation method, which allows materials in bulk and fibre form to be obtained, being also a scalable industrial process. Spark plasma sintering from glass powders is showing promising results. The sol-gel process has appeared as an alternative method to avoid some of the drawbacks of the melting process such as the high temperature. It also permits to process materials with different shapes such as thin films, nano-sized powders or bulk materials at very low temperature. This paper reviews the different aspects involved in the preparation of OxGC materials by melt-quenching, spark plasma sintering and sol-gel and how the processing parameters directly affect the glass-ceramics properties from results of the GlaSS research group from CSIC. A comparison of the thermal, structural and optical properties is discussed along with some perspectives for preparing other advanced materials within this field.