Duplex stainless steel (DSS) with a mixed ferrite–austenite structure is an advanced stainless-steel group with mechanical properties and corrosion resistance superior to those of single-phased steels. The dissimilar welding of DSS, between different grades of DSSs and with other material groups, is an active research area with huge importance for DSS applications. However, the complex composition of the alloying system may naturally lead to complicated phase structures, either in isolated form or as connected zones. This directly affects the structure integrity, weldability, corrosion resistance, and aesthetic appearance of stainless steels. The phase structure could also cause complex issues for developing microstructure-based models for different material groups. This work critically reviews and analyses recent developments and data on the dissimilar welding of DSSs, including welding between different groups, such as DSS, Super DSS, and Lean DSS, as well as welding of DSSs with carbon steels, high-strength steels, single-phased stainless steels, and other nonferrous alloys with/without filler alloys. Feature analysis is conducted on the key welding zones, and the main phases, including precipitation phases and intermetallic, primary, and secondary boundaries, are identified. Data analysis is conducted to classify the phase zones formed in the welding of different materials. A microstructural map of the location of intermetallic and secondary phases/zones in different weldments is presented and used to develop feature-based parametric finite element models. The effect of some key features of the phase zones/boundaries (e.g., martensite and intermetallic) on the structural integrity of the weldments is discussed.