As a global mega event, the Winter Olympic Games have also functioned as a catalyst to the transformation of the host cities towards more sustainable development. While the opportunities for social and economic development have been pursued, the accompanying ecological and environmental impacts have often been neglected. The practice of Winter Olympic sport highly depends on the availability of key natural resources, as well as healthy ecosystems. Its reach also touches the millions of people involved in related activities such as designing, constructing and managing sport venues. This paper reviewed the institutionalization of environmental concerns in the previous 23 Winter Olympics based on literature analysis and text analysis. In parallel, this paper also reviewed the research progress made in this field. The results showed that the economic, social and environmental impacts of the Winter Olympics Games on the host cities have been increasing with the expansion of sport facilities, the urban infrastructures and event scale. The scale and gravity of impact depends mainly on the kind of sport and the size of the event. Formal integration of environmental concern into the official documents was a rather recent phenomenon in the history of the Winter Olympics. Arguably, 1994 Lillehammer, Norway, as the first Green Winter Olympics, opened a new era of environmental protection and sustainability of Olympic Movement. Academic research on the impacts of the Winter Olympics also focused mainly on the economic, social, and cultural impacts in early stages, only in recent years turned to impacts on urban structure and function, ecosystems conservation, the environmental protection, sustainability and heritage management of the Winter Olympics. Based on the literature analysis and practical experiences, this paper identified issues for future research agenda:1) carrying out the whole life cycle environmental impact assessment of the Winter Olympic Games, 2) paying attention to and implementing the whole process environmental risk management, 3) strengthening the monitoring and reporting of the environment, ecosystems, and sustainable development of the Winter Olympic Games, and 4) constructing the institutional system of the environmental management and sustainable governance mechanism of the Winter Olympic Games. This study will provide lessons for organizers of 2022 Beijing-Zhangjiakou Winter Olympics in China.