A well-designed collection system plays a critical role in establishing a financially sustainable construction and demolition (C&D) management system. In order to achieve the best performance of the collection system, the development of an advanced decision-making tool with trade-off among multiple criteria is significant. The main objective of this research is to select economically best locations of transfer stations (TSs) to improve the effectiveness and efficiency of the collection system for C&D waste. This paper develops a scenario-based multi-period robust facility location model to minimize the total cost of the collection system for C&D waste. The novelty of the proposed model is the consideration of the uncertainty of C&D waste generation source locations in the construction industry. Also, besides the traditional economic criteria, the risk of decision-making or the reliability of the optimal solution obtained is taken into account for the best overall performance solution. A comparative analysis is performed to demonstrate the superiority of the proposed model. The trade-offs between decision-making risk and economic criteria are performed with a sensitivity analysis. By applying the proposed robust facility location model for TSs for a case study in Chongqing, China, this paper verify the effectiveness and usefulness of the model. The results of this study indicate that the dynamic location strategy made by the proposed robust model can remain the optimal layout of the TSs under uncertainty to improve facility efficiency. Moreover, focusing on risk criteria in decision-making can achieve the best performance solution with reliability.