The lignocellulosic biomass wastes cause some burden on the environment; meanwhile, the concrete industry is faced with large amounts of carbon dioxide emissions and raw mineral materials consumption. The use of lignocellulosic biomass wastes in cementitious materials not only provides an alternative to deal with the wastes but also favors the sustainable development of concrete industry. This review first introduces the characteristics of lignocellulosic biomass and then examines its effect on the mechanical properties, shrinkage, cracking, and some other properties of cement composites. Results show that lignocellulosic biomass can be directly used for three purposes: reinforcements, aggregates, and cement replacements. Although the lignocellulosic biomass cannot always enhance the mechanical properties of cementitious materials, it can improve toughness, shrinkage, cracking, heat insulation, etc. Additionally, some concerns with the use of lignocellulosic biomass are summarized, for which some physical and chemical modification methods (heating treatment, boiling treatment, torrefaction treatment, etc.) are identified to change the structure or remove amorphous components of lignocellulose biomass or prevent it from directly contacting cementitious materials. This review can provide some guidance for designing sustainable cementitious materials with lignocellulosic biomass.