As a highly efficient and economical form of large-span architecture, cable-supported grid structures are widely used in public buildings such as sports venues. With advances in materials, computational methods, and construction techniques, the design and construction of cable-supported grid structures continue to evolve. This review summarizes recent research progress, encompassing design theories, construction techniques, and performance analyses, while also discussing future development directions. Studies indicate that the design of cable-supported grid structures must consider the mechanical behavior of both cables and grids. Structural forms can be optimized through rational prestress configurations, particularly in large-span designs where geometric nonlinear effects significantly influence stability. The scaffold-free construction method offers advantages in cost and schedule savings but requires extremely high precision. Accuracy control and error management are critical, and high-precision measurement tools such as laser scanners and total stations can effectively mitigate construction errors. Performance analysis results reveal that cable-supported grid structures demonstrate excellent static performance, stability, and seismic performance. Nonlinear buckling analysis, in particular, can effectively predict structural instability in large-span structures. Although progress has been made in design and construction methods, challenges remain in addressing the complex behavior of large-span structures and in controlling construction errors. Future research should focus on optimizing mechanical models, improving construction accuracy, and integrating new materials and intelligent technologies to enhance construction efficiency and precision.