Cement-based composites’, as the most widely used building material, macroscopic performance significantly influences the safety of engineering structures. Meanwhile, the macroscopic properties of cement-based composites are tightly related to their microscopic structure. The complexity of cement-based composites’ microscopic structure is challenging to describe geometrically, so fractal theory is extensively applied to quantify the microscopic structure of cement-based composites. However, existing studies have not clearly defined the quantification methods for various microscopic structures in CCs, nor have they provided a comprehensive evaluation of the correlation between the fractal dimensions of different microscopic structures and macroscopic performance. So, this study categorizes the commonly used testing methods in fractal theory into three categories: particle distribution (laser granulometry, etc.), pore structure (mercury intrusion porosity, etc.), and fracture (computed tomography, etc.). It systematically establishes a detailed process for the application of testing methods, the processing of test results, model building, and fractal dimension calculation. The applicability of different fractal dimension calculation models and the range of the same fractal dimension established by different models are compared and discussed, and the advantages and disadvantages of different models are analyzed. Finally, the research delves into an in-depth analysis of the relationship between the fractal dimension of cement-based composites’ microscopic structure and its macroscopic properties, such as compressive strength, corrosion resistance, impermeability, and high-temperature resistance. The principle that affects the positive and negative correlation between fractal dimension and macroscopic performance is discussed and revealed in this study. The comprehensive review in this paper provides scholars with methods and models for quantitative research on the microscopic structural parameters of cement-based composites and offers a pathway for the non-destructive assessment of the macroscopic performance of cement-based composites.