There is an upsurge in air pollution due to urbanization and industrialization across the globe. This calls for immediate action. Large exterior surfaces of high-rise buildings and civil infrastructure can be utilized to one’s advantage by applying nanocoatings that are capable of alleviating the concentration of air pollutants in the surrounding atmosphere. Few nanomaterials with their photocatalytic property can degrade some of the air pollutants such as oxides of nitrogen (NOx) and sulfur (SOx) to their respective non-harmful counterparts, thereby bringing down the concentration of actual pollutants. Most of the metropolitan cities which have high-rise buildings are the ones that have more concentration of pollutants. Therefore, these buildings can be employed for coating nanomaterials on the exterior surface of these buildings. Nano-photocatalysts can be either incorporated onto a surface as a coating or into the outer layer of the building during construction. The most commonly used semi-conductor nano-photocatalyst for this purpose is nano titanium dioxide (TiO2) or its composites, such as silica-doped TiO2. This review paper consolidates various methods of synthesizing TiO2 and its composites, their characterization, different methods of incorporating nanomaterials onto construction materials, and degradation mechanism.