In recent decades, precast concrete buildings have undergone significant development, attracting considerable academic attention to their mechanical performances. Unlike cast-in-situ buildings, precast buildings are assembled on site by connecting precast components using mechanical devices or on-site casted joints, which makes the connections particularly important for overall structural performances. This study presents a comprehensive review of the mechanical performances of precast buildings, with a specific focus on various types of connections and their structural properties. This study reviews the mechanical performances of building connections using dry, wet, and/or hybrid methods between pre-manufactured components, e.g., beam–column joints, wall–panel connections, and column/wall–foundation connections. Both experimental and numerical investigations are reviewed. The paper provides a valuable reference regarding the mechanical performances of precast concrete buildings.