A detailed understanding of the biochemical composition of seaweed is currently of great importance, since these organisms are becoming increasingly popular as food products and their specific metabolites exhibit diverse biological activities. This review summarizes the data on non-proteinogenic amino acids (AAs) occurring in marine macroalgae. We consider the molecular profiles, content, metabolism, physiological functions, biological activities and potential applied relevance of six groups of these compounds: ureido AAs, β-alanine and its derivatives, proline-like secondary AAs, kainoids, AA betaines, and sulphur-containing AAs. Special emphasis is made on the comparison of representatives of different taxonomic groups of macroalgae in their ability to synthesize and accumulate specific non-proteinogenic AAs. Of particular interest in this regard are three orders of red algae (Ceramiales, Palmariales, and Gigartinales) that feature the broadest spectrum and the highest concentrations of these metabolites. Analysis of the available literature has shown that, to date, the main gaps in our knowledge of non-proteinogenic AAs from macroalgae concern the physiological functions of these compounds and, especially, their metabolic pathways in the algal cells.