Algal biomass including macroalgae and microalgae show great potential as pyrolysis feedstock in generating energy-dense and valuable pyrolytic products such as bio-oil, biochar and bio-syngas. The chemical constituents of macroalgae and microalgae show great variations, especially their lipid, carbohydrate and protein contents, which could affect the qualities of the pyrolytic products. From the established conventional pyrolysis, the products produced from both macroalgae and microalgae show moderate energy contents (< 34 MJ/kg). The review identifies the issues associated with development of conventional pyrolysis such as flash and intermediate pyrolysis. To enhance the production of biofuels from algal biomass, advanced or non-conventional pyrolysis techniques have been employed. Catalytic pyrolysis on algal biomass could reduce the nitrogenates and oxygenates in the biofuels. On top of that, co-pyrolysis with suitable feedstock shows great enhancement on the biooil yield. As for hydropyrolysis of algal biomass, their generated biofuels can produce up to 48 MJ/kg with high yield of bio-oil up to 50 wt%, comparable to conventional fuels. Microwave-assisted pyrolysis of algal biomass greatly shortens the processing time through advanced heating; however, favours the formation of bio-syngas by improving the yield up to 84 wt% depending on the feedstock used. Therefore, formation of biofuel fraction suitable for energy generation highly depends on the selected pyrolysis technologies