Direct marketing dates back to the 19th century, when companies started sending out catalogues to prospective customers.
Rather than advertising to an indefinable audience, the direct approach was more accurately targeted and thus provided a better ROI. It was also more measurable, as responses could be traced and logged.
The catalogue approach evolved to include such popular marketing devices as junk mail and nuisance calls. Lovely. But when carried out well, a DM campaign can be the most effective marketing you do. Today the addition of digital channels, such as email and SMS, offer even better targeting, personalisation and measuring. Just make sure you comply with the GDPR.