Construction is an area of study wherein making decisions adequately can mean the difference between success and failure. Moreover, most of the activities belonging to this sector involve taking into account a large number of conflicting aspects, which hinders their management as a whole. Multi-criteria decision making analysis arose to model complex problems like these. This paper reviews the application of 22 different methods belonging to this discipline in various areas of the construction industry clustered in 11 categories. The most significant methods are briefly discussed, pointing out their principal strengths and limitations. Furthermore, the data gathered while performing the paper are statistically analysed to identify different trends concerning the use of these techniques. The review shows their usefulness in characterizing very different decision making environments, highlighting the reliability acquired by the most pragmatic and widespread methods and the emergent tendency to use some of them in combination.