The relatively low level of sustainability of major public projects has been subject to criticism by the community, increasing the pressure to incorporate the concept throughout the project lifecycle and the importance of understanding the perceptions of affected groups. The study undertook this task by compiling a list from the literature of the sustainability concerns that are associated with major public projects from their economic–social–environmental implications, identifying the relevant stakeholder groups in the Guangdong–Hong Kong–Macao Greater Bay Area and their levels of influence by interviews, and evaluating various sustainability objectives from a multi-stakeholder perspective via a questionnaire survey. The results were validated through a series of interviews with purposively selected experts. The study findings indicate the need for more consideration of social concerns in Guangdong province, the proper levels of public participation in Hong Kong in order to avoid excessive interruptions to the pace of project procurement, and that Macao may have to experience a relatively slow development of construction in order to balance the social/environmental requirements that are involved. These findings contribute to both the government and construction industry at large in delivering economically, socially, and environmentally sustainable major public projects in the Bay Area and China as a whole.