The complexity of the Hong Kong-Zhuhai-Macao Bridge and the political environment of “One country, Two systems” have brought a vital influence on the decision-making recognition, decision-making analysis, and decision-making management related to this cross-border infrastructure mega-project. Based on case study, this study systematically analyzes the complexity of the decision-making related to the Hong Kong-Zhuhai-Macao Bridge, and explains the general principles that were used for its decision-making management. The research examines the decision-making management system of the Hong Kong-Zhuhai-Macao Bridge, its adaptive behavior, and specific coordination mechanism on different decision-making problems in different decision-making stages. This result provides reference for decision-making management system design of cross-border projects.