We present the perspective of using atom interferometry for gravitational wave (GW) detection in the mHz to about 10 Hz frequency band. We focus on light-pulse atom interferometers which have been subject to intense developments in the last 25 years. We calculate the effect of the GW on the atom interferometer and present in details the atomic gradiometer configuration which has retained more attention recently. The principle of such a detector is to use free falling atoms to measure the phase of a laser, which is modified by the GW. We highlight the potential benefits of using atom interferometry compared to optical interferometry as well as the challenges which remain for the realization of an atom interferometry based GW detector. We present some of the important noise sources which are expected in such detectors and strategies to cirucumvent them. Experimental techniques related to cold atom interferometers are briefly explained. We finally present the current progress and projects in this rapidly evolving field.