In this study, based upon the investigation of its effect on workability and the mechanical property of cementitious materials, the Box–Behnken design was adopted to establish models describing self-healing performance on mechanical properties of cementitious materials with polymethylmethacrylate (PMMA)/epoxy microcapsule in terms of healing rate of peak strength (Y1), the recovery rate of peak strength (Y2), the healing rate of Young’s modulus (Y3), the recovery rate of Young’s modulus (Y4), the healing rate of peak strain (Y5), and recovery rate of peak strain (Y6). This was performed under the influence of the four factors, including microcapsule size (X1), microcapsule content (X2), pre-loading (X3), and curing age (X4). The results showed the four factors significantly affect the healing rate and recovery rate of the peak strength, Young’s modulus, and peak strain, except the healing rate on peak strain. Moreover, the interaction between the factors showed some influence as well. The numerically optimised values of X1, X2, X3, and X4 are 203 nm, 5.59%, 43.56%, and 21 days, respectively, and the self-healing cementitious materials with desirable mechanical characteristics (Y1 63.67%, Y2 145.22%, Y3 40.34%, Y4 132.22%, Y5 27.66%, and Y6 133.84%) with the highest desirability of 0.9050 were obtained. Moreover, the porosity of the specimen confirmed the healing performance of PMMA/epoxy microcapsules in cementitious materials.