The industrial byproduct gypsum is a general term for byproducts discharged from industrial production with calcium sulfate as the main ingredient. Due to the high number of impurities and production volume, the industrial byproduct gypsum is underutilized, leading to serious environmental problems. At present, only desulfurization gypsum and phosphogypsum have been partially utilized in cementitious materials, cement retarders, etc., while the prospects for the utilization of other byproduct gypsums remain worrying. This paper mainly focuses on the sources and physicochemical properties of various types of gypsum byproducts and summarizes the application scenarios of various gypsums in construction materials. Finally, some suggestions are proposed to solve the problem of the industrial byproduct gypsum. This review is informative for solving the environmental problems caused by gypsum accumulation.