Auxetic materials, possessing negative Poisson’s ratios (NPRs), have the ability to shrink (or expand) in the lateral direction under an axial compressive (or tensile) force respectively. Due to this unique feature, an auxetic material is found to sustain high energy absorption capacity, fracture toughness and shear resistance and thus regarded as one of the future materials in the field of impact protection. However, civil engineering applications of auxetic structures or materials are minimal due to miscellaneous restrictions on NPR effects. Accumulative developments in auxetics have facilitated their applications in cementitious materials in recent years. This paper presents an overview of recent advances in the development of auxetic cementitious composites and analyses and summarises their mechanical properties under different loading conditions. Prior to extensive finite element simulations, more attention has been given to the limited experimental results. Particular attention is paid to the expansionary feasibility of the parent material to introduce auxetic behaviour, with precise identification of the limitations, innovative composition methods and facilitation of auxetic features. Finally, the paper outlines the limitations of the current research and envisages few future research opportunities in auxetic cementitious composites.