The structural complexity of supported metal catalysts, playing significant role in a wide range of chemical technologies, have prevented us from deeply understanding their catalytic mechanisms at atomic level. A fundamental understanding of the nature of active sites and structure–performance relationship of supported metal catalysts from a comprehensive view will open up numerous new opportunities for the development of advanced catalysts to address the global challenges in energy conversion and environmental protection. This review surveys the effects of multiple factors, including the metal size, shape, support, alloy and ligand modifier, on the coordinated environment of active center and further their influence on the catalytic reactions, aiming to provide guidance for the design of industrialized heterogeneous catalysts with extraordinary performance. Subsequently, the key structure characterization techniques in determining the coordination structure of active metal sites, especially the dynamic coordination structure change under the reaction condition, are well summarized. A brief summary is finally provided together with personal perspectives on the further development in the field of heterogeneous metal catalysts.