I've managed to fix the problem, however my previous slot is completely lost so I have to start the game from the beginning. Many people have the same problem, so I recommend you to find what is causing it. Hope this won't happen again.
For people having the same problem, here is a solution for it (cp from KR community page):
It may be unlikely, but make sure that the save file is not read-only. That will cause that problem (I've tested that here).
The save file is named slot1.data . There will also be a slot2.data and slot3.data, if you've used the 2nd and 3rd slots. They're stored in
Steam\steamapps\common\Kingdom Rush
If the file is not read-only, then it may be corrupted and you may just have to delete it and start over. You could start by just moving the save file somewhere else and see if the problem goes away. If not, you can just put the file back where it was, and you haven't lost anything. If you have more than one save file, just move one at a time to try to identify the bad file(s).
If the file is corrupted, and you have the Steam cloud enabled for the game, then I suppose that there is a remote chance that the copy in the cloud is still OK. You could move the file, let Steam replace it with the one from the cloud, and see if the slot options are back. If not, then you'll need to disable the Steam cloud for the game and move the file again, and then try the game.