In this article, the authors construct some counterexamples to show that the generalized Carleson measure space and the Triebel–Lizorkin-type space are not equivalent for certain parameters, which was claimed to be true in Lin and Wang [C.-C. Lin and K.Wang, Equivalency between the generalized Carleson measure spaces and Triebel–Lizorkin-type spaces, Taiwanese J. Math. 15 (2011), pp. 919–926]. Moreover, the authors show that for some special parameters, the generalized Carleson measure space, the Triebel–Lizorkin-type space and the Besov-type space coincide with certain Triebel–Lizorkin space, which answers a question posed in Remark 6.11(i) of Yuan et al. [W. Yuan, W. Sickel and D. Yang, Morrey and Campanato Meet Besov, Lizorkin and Triebel, Lecture Notes in Mathematics 2005, Springer-Verlag, Berlin, 2010]. In conclusion, the Triebel–Lizorkin-type space and the Besov-type space become the classical Besov spaces, when the fourth parameter is sufficiently large.