Against a background of global resource shortage and climate change, there is an urgency for the construction industry to aim towards sustainable development. With the rapid development of information technology, the emergence of extended reality (XR) has provided new ideas and options for sustainable construction (SC). Such technologies are applied in research and practice of the whole construction lifecycle, which can well meet the requirements of SC. This paper presents a critical review of XR applications in SC, aiming to systematically summarize the specific uses and advantages of virtual reality (VR), augmented reality (AR), and mixed reality (MR) technologies. This study also examines the gap in research into the imbalance between the use of technology and the construction stages involved. Most XR applications focus on the preconstruction stage, while visualization and interactivity are the main features for further application. Through qualitative analyses, different applications of XR are introduced in stages throughout the entire lifecycle of building projects. In addition, the current challenges and limitations are presented, and several suggestions are proposed to facilitate further advancements in SC research and practice in the near future. This review provides valuable information to help stakeholders understand the advances in XR research and benefit future exploration and practice in the field.