In recent years, management research has become increasingly sophisticated, transitioning from exploring simple linear relationships between variables to more complex nonlinear relationships. The U-shaped (or inverted U-shaped) relationship reveals the pattern of variables decreasing and then increasing (or vice versa), reflecting profound management concepts such as "extremes meet" and "too much is as bad as too little, " which hold significant theoretical and practical implications. Reviewing articles related to U-shaped relationships in representative Chinese management journals from 2015 to 2023, considerable room for improvement in the construction and testing of these relationships was revealed. As such, the progress of U-shaped relationship research in management, both domestically and internationally, is systematically elaborated on, which argues that identifying two distinct mechanisms through which the independent variable affects the dependent variable is critical to the construction of U-shaped relationships. Based on this, three methods for constructing the main effects of U-shaped relationships and their corresponding steps are summarized, along with a six-step process for testing the main effects and a three-step process for testing moderating effects. By integrating and summarizing the principles, procedures, and methods for constructing and testing U-shaped relationships, the shortcomings in methodology related to U-shaped relationships in domestic management research are addressed, contributing to the enhancement of research quality in the field of management.