The Tsing Ma Bridge is the world's longest span suspension bridge carrying both road and railway traffic. The bridge towers were constructed by slip forming, and the heavy steel saddles lifted into position by jacks. After completion of the temporary footbridges, which followed the line of the cables from anchorage to anchorage via the tower tops, the cables were constructed by aerial spinning. The total length of wire is enough to stretch four times round the world.

The steelwork for the deck structure was fabricated overseas, mainly in Britain and Japan. The steel was assembled in China mainland at a site beside the Pearl River near Dongguan, 80 kilometres (50 miles) north of Hong Kong. These sections, each weighing about 1,000 tonnes, were brought to the site by barge, lifted into position and suspended from the cables. Connection of the erected deck sections then began, along with installation of the railway tracks, and this was followed by laying of the roadway surfacing and a multitude of other finishing works.

The bridge was built by the Anglo Japanese Construction Joint Venture. This joint venture comprised Trafalgar House Construction (Asia) Limited (part of the Kvaerner Group of Norway), Costain Civil Engineering Limited of Britain, and Mitsui and Co. Limited of Japan.