Two-dimensional stanene is a promising candidate material for realizing room-temperature quantum spin Hall (QSH) effect. Monolayer stanene has recently been fabricated by molecular beam epitaxy, but shows metallic features on Bi$_2$Te$_3$(111) substrate, which motivates us to study the important influence of substrate. Based on first-principles calculations, we find that varying substrate conditions considerably tunes electronic properties of stanene. The supported stanene gives either trivial or QSH states, with significant Rashba splitting induced by inversion asymmetry. More importantly, large-gap (up to 0.3 eV) QSH states are realizable when growing stanene on various substrates, like the anion-terminated (111) surfaces of SrTe, PbTe, BaSe and BaTe. These findings provide significant guidance for future research of stanene and large-gap QSH states.