The thermoelectric effect of plain cement paste is usually weak. To improve the thermoelectric performance of cement composites, functional components, such as carbon fibers, steel fibers, carbon nanotubes, and graphene, are often added to cement paste. In view of the advantage of metal oxides with a higher band gap, pure cuprous oxide crystals with different particle sizes were synthesized by a hydrothermal method and incorporated into the cement matrix to improve the thermoelectric efficiency of cement composites in this study. Pure cuprous oxide crystals with different particle sizes (15 μm, 1.5 μm, and 100 nm) were prepared by controlling the reaction temperature and time, pH value, amount of reducing agent, and polyvinylpyrrolidone in the reaction system. The Seebeck coefficient, electrical conductivity, and thermal conductivity of the cement composites with 5.0 wt.% nanostructured Cu2O powder increased to 3966 ± 54 μV/K, (2.68 ± 0.12) × 10−4 S/m, and 0.69 ± 0.007 W/(m·K), respectively. Thereby, a high figure of merit value of 1.93 × 10−6 was obtained for the cement composites, which made future application of cement composites in energy harvesting for buildings possible.