An innovative super-long-span spatial structure, cylindrical latticed-built-up-member-system reticulated mega-structure with double-layer grid substructures, is present and studied in this paper. The structural configuration including formation of members of the main structure and layout of the substructures is first analyzed. And the calculation methods are studied, including the equivalent cross-sectional areas of the latticed built-up members, internal forces of the sub-members, and the optimization of the whole structure. Then the optimization analyses of the cross sections of members are carried out aiming for the minimum steel consumption of the structure. In addition, comparison on steel consumption of the reticulated mega-structure with that of the conventional reticulated structure is carried out in detail, and the reasonable span range of the cylindrical latticed-built-up-member-system reticulated mega-structure is last obtained.