Incorporating recycled plastic waste in concrete manufacturing is one of the most ecologically and economically sustainable solutions for the rapid trends of annual plastic disposal and natural resource depletion worldwide. This paper comprehensively reviews the literature on engineering performance of recycled high-density polyethylene (HDPE) incorporated in concrete in the forms of aggregates or fiber or cementitious material. Optimum 28-days’ compressive and flexural strength of HDPE fine aggregate concrete is observed at HDPE-10 and splitting tensile strength at HDPE-5 whereas for HDPE coarse aggregate concrete, within the range of 10% to 15% of HDPE incorporation and at HDPE-15, respectively. Similarly, 28-days’ flexural and splitting tensile strength of HDPE fiber reinforced concrete is increased to an optimum of 4.9 MPa at HDPE-3 and 4.4 MPa at HDPE-3.5, respectively, and higher than the standard/plain concrete matrix (HDPE-0) in all HDPE inclusion levels. Hydrophobicity, smooth surface texture and non-reactivity of HDPE has resulted in weaker bonds between concrete matrix and HDPE and thereby reducing both mechanical and durability performances of HDPE concrete with the increase of HDPE. Overall, this is the first ever review to present and analyze the current state of the mechanical and durability performance of recycled HDPE as a sustainable construction material, hence, advancing the research into better performance and successful applications of HDPE concrete.