The rapid development of the construction industry has highlighted the urgent need for enhanced construction efficiency and safety, propelling the development of construction robots to ensure sustainable and intelligent industry advancement. Welding robots, in particular, hold significant promise for application in steel structure construction. However, harsh construction environments, variable construction structures, and complex construction conditions present critical technical challenges for weld position, path, and quality for welding robots. This paper aims to provide a focused review of the key technical difficulties faced by welding robots in the construction industry, starting from the progress in research and applications. The review identifies the current state of welding robot technology, the technical bottlenecks encountered, and the potential solutions to these challenges, offering valuable insights for the research and development of construction robots.