Electric arc furnace (EAF) slag has excellent mechanical properties that justify its use as aggregate in the manufacture of bituminous mixes. Its main properties, the problems with its application, and the important features of the mixtures made with this slag (mechanical behavior, resistance to fatigue and permanent deformation, moisture susceptibility, skid resistance, permeability, noise absorption, etc.) are all analyzed in this review. It is concluded that the use of EAF slag is mainly recommended in partial replacement of the coarse aggregate, in all types of bituminous mixtures, following appropriate pre-treatment. This use of the EAF slag improves the mechanical performance and durability of the mixes, as well as their long-term sustainability.