In view of high‐performance, multifunctional, and low‐carbon development of infrastructures, there is a growing demand for smart engineering materials, making infrastructures intelligent. This paper reports a new‐generation self‐sensing cementitious composite (SSCC) incorporated with a hierarchically structured carbon fiber (CF)‐carbon nanotube (CNT) composite filler (CF‐CNT), which is in situ synthesized by directly growing CNT on CF. Various important factors including catalyst, temperature, and gas composition are considered to investigate their kinetic and thermodynamic influence on CF‐CNT synthesis. The reciprocal architecture of CF‐CNT not only alleviates the CNT aggregation, but also significantly improves the interfacial bonding between CF‐CNT and matrix. Due to the synergic and spatially morphological effects of CF‐CNT, that is, the formation of widely distributed multiscale reinforcement networks, SSCCs with CF‐CNTs exhibit high mechanical properties and electrical conductivity as well as excellent self‐sensing performances, particularly enhanced sensing repeatability. Moreover, the SSCCs with CF‐CNTs are integrated into a full‐scale maglev girder to devise a smart system for crack development monitoring. The system demonstrates high sensitivity and fidelity to capture the initiation of cracks/damage, as well as progressive and sudden damage events until the complete failure of the maglev girder, indicating its considerable potential for structural health monitoring of infrastructures.