Over the past decades, extensive studies on municipal solid waste incineration (MSWI) ashes have been performed to develop more effective recycling and waste management programs. Despite the large amount of research activities and the resulting improvements to MSWI ashes, the recycling programs for MSWI ashes are limited. For instance, although the U.S. generates more MSWI ashes than any other country in the world, its reuse/recycle programs are limited; bottom ash and fly ash are combined and disposed of in landfills. Reuse of MSWI ashes in the construction sectors (i.e., geomaterials, asphalt paving, and concrete products) as replacements for raw materials is one of most promising options because of the large consumption and relatively lenient environmental criteria. The main objective of this study was to comprehensively review MSWI ashes with regard to specific engineering properties and their performance as construction materials. The focus was on (1) the current practices of MSWI ash management (in particular, a comparison between European countries and the U.S.), (2) the engineering properties and performance of ashes when they are used as substitutes of construction materials and for field applications, and (3) the environmental properties and criteria for the use of MSWI ashes. Overall, the asphalt and concrete applications are the most promising, from both the mechanical and leachate viewpoints. However, cons were also observed: high absorption of MSWI ash requires a high asphalt binder content in hot-mix asphalt, and metallic elements in the ash may generate H2 gas in the high-pH environment of the concrete. These side effects can be predicted via material characterization (i.e., chemical and physical), and accordingly, proper treatment and/or modified mix proportioning can be performed prior to use.