Laser powder bed fusion (LPBF) represents an advanced and versatile technology. Exploiting its distinctive advantages for direct and rapid fabrication of complex-structured melt-grown oxide eutectic ceramic composite represents a pioneering yet challenging endeavor. In this work, LPBF is creatively employed to fabricate turbine blade-shaped, in-situ ternary eutectic ceramic composite. Through the integration of experimental procedures, Finite element method (FEM) simulations, and numerical analyses, an innovative design and manufacturing of oxide eutectic ceramic composites have been successfully established. Comprehensive FEM simulations, with detailed interface characteristic analysis, have revealed macro-scale cracks induced by intense maximum principal stress, and micro-cracks stemming from significant interfacial energy disparities among the three constituent phases. The applications of rapid solidification and nucleation theories have facilitated profound insights into the formation mechanisms of multi-scale exotic microstructures, including top-layer coarse dendrites, rosette-like spherical internally grown eutectic colony within layers, and columnar eutectic colonies with ultra-fine lamellar eutectic structures. Micro-mechanical property testing reveals enhanced performance in the inter-layer ultra-fine lamellar eutectic structure, which is attributed to a refined eutectic spacing of approximately 61 nm, coupled with distinct and robust bonding interfaces. These groundbreaking achievements, focusing on the processing-microstructure-property relationship in the fabrication of gas turbine blade-shaped solidified eutectic ceramic composite using LPBF, provide invaluable theoretical insights and data. This knowledge is crucial for the LPBF production of high-temperature structural materials, highlighting its significant potential applications in fields of aerospace and mechanical engineering.