The supported-metal catalysts are of great importance to the energy-related electrocatalysis, which is regarded as a green and sustainable technology to address energy and environmental issues. The metal size and metal–support interaction can significantly affect the electrocatalytic activity and stability. As a novel two-dimensional (2D) carbon allotrope comprising sp- and sp2-hybridized carbon atoms, graphdiyne (GDY) possesses uniformly distributed pores, naturally created anchoring sites, high electrical conductivity, and good stability, making it as an attractive matrix for supporting metal catalysts. Herein, this review will present a systematical summary on the synthesis of size-controlled metal catalysts from nanoparticles to single atoms anchored on GDY and their applications in energy related electrocatalysis, in which the size effect and confinement effect on electrocatalytic performance will be revealed. We first briefly introduce the emerging synthetic methods for GDY, laying a foundation for the subsequent fabrication of nano-scale GDY-supported metal catalysts. Then the corresponding electrocatalytic applications including hydrogen evolution reaction (HER), oxygen reduction reaction (ORR), oxygen evolution reaction (OER), nitrogen reduction reaction (NRR), and CO2 reduction reaction (CO2RR) are elaborately discussed. This review will be helpful for understanding the effect of support-metal interaction on electrocatalytic performance and thereby designing ideal supported-metal catalysts on atomic scale.