Matrix equations plays important roles in system control theory, parameter identification, biology, electricity and so on. The constrained solution is a solution which satisfy some constrained conditions. When constrained conditions are different, we get different constrained solutions.This paper will present different iterative methods to study the constrained solution of the general coupled matrix equation, such as general, symmetric, bisymmetric and it's best approximation solutions. If the general coupled matrix equation are consistent on constrained solutions, then the constrained solutions can be obtained within a finite iterative steps for arbitrary initial values by the iterative algorithm. If we choose a kind of special initial iterative matrix, we can obtain it's least Frobenius norm constrained solutions.
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