Construction of the bridge started in December 2009 with the idea to connect Hong Kong, Macao and Mainland China (city Zhuhai), three major cities on the Pearl River Delta in China, and to reduce the traveling time from current 3 hours to approximately 40 minutes between the end points. This complex sea-crossing project consists of a series of three cable-stayed bridges, undersea tunnel and two artificial islands. The 55-km structure is the longest of its kind in the world and is being built with 420,000 metric tons of steel, enough to build 60 Eiffel Towers. The costs of the construction were more than 105 billion yuan (USD 16 billion).

The HZM Bridge was one of the most difficult bridges to build. It is designed to last for at least 120 years, to withstand a magnitude 7 earthquake, to resit typhoons that appear almost every year, and to allow free passage to one of the busiest deep-water passages, the Lingding West Channel. These waters are home to Chinese white dolphins, which are under the State's strict protection. The bridge is designed to be environmentally friendly, with special filter screens installed in every drain to prevent rubbish and oil leaked from vehicles from being directly discharged into the sea.

The undersea tunnels have been designed and built to ensure large vessels can pass through the busy sea channel (more than 4,000 cargo vessels and ocean liners cross the waters of the Pearl River Estuary every day), as well as to ensure the safety of planes using Hong Kong International Airport, one of the busiest airports in the world.

The bridge was originally scheduled to open in October 2016 but construction of the Hong Kong section, which links the main bridge to Chek Lap Kok island, was held up for almost a year after a judicial review against the environmental assessment which impacted the project, as well as certain coordination problems between three governments. However, the construction is finally coming to an end.