Complex integrity is one of the main characteristics of infrastructure mega-projects (IMPs). Cost, technology, risk, duration, environmental impact, and other uncertain complexities are interrelated and constitute a challenging and complex management problem. At present, there is no unified understanding of or solutions to these complex integrity problems. This study analyzes the complex integrity of the island-tunnel subproject of the Hong Kong-Zhuhai-Macao Bridge (HZMB) project and proposes an improved design-build (DB) mode in which the owner provides a preliminary design and has the right to form and manage consortium. This improved DB mode creatively degrades the special complexities that arise from multiple dimensions. On this basis, it is an efficacious way to grasp the main contradictions, integrate the effective resources, and degrade the complex integrity in multiple dimensions and at multiple levels so as to effectively deal with the complexity management of IMPs.