The accurate construction of composite material systems containing graphdiyne (GDY) and other metallic materials has promoted the formation of innovative structures and practical applications in the fields of energy, catalysis, optoelectronics, and biomedicine. To fulfill the practical requirements, the precise formation of multiscale interfaces over a wide range, from single atoms to nanostructures, plays an important role in the optimization of the structural design and properties. The intrinsic correlations between the structure, synthesis process, characteristic properties, and device performance are systematically investigated. This review outlines the current research achievements regarding the controlled formation of multiscale metallic interfaces on GDY. Synthetic strategies for interface regulation, as well as the correlation between the structure and performance, are presented. Furthermore, innovative research ideas for the design and synthesis of functional metal-based materials loaded onto GDY-based substances are also provided, demonstrating the promising application potential of GDY-based materials.