In recent years, mercury chalcogenide colloidal quantum dots (CQDs) have attracted widespread research interest due to their unique electronic structure and optical properties. Mercury chalcogenide CQDs demonstrate an exceptionally broad spectrum and tunable light response across the short-wave to long-wave infrared spectrum. Photodetectors based on mercury chalcogenide CQDs have attracted considerable attention due to their advantages, including solution processability, low manufacturing costs, and excellent compatibility with silicon substrates, which offers significant potential for applications in infrared detection and imaging. However, practical applications of mercury-chalcogenide-CQD-based photodetectors encounter several challenges, including material stability, morphology control, surface modification, and passivation issues. These challenges act as bottlenecks in further advancing the technology. This review article delves into three types of materials, providing detailed insights into the synthesis methods, control of physical properties, and device engineering aspects of mercury-chalcogenide-CQD-based infrared photodetectors. This systematic review aids researchers in gaining a better understanding of the current state of research and provides clear directions for future investigations.