Increasing the durability of buildings is one of the biggest challenges of the construction industry of the 21st century. The problems concerning durability are usually related to the presence of humidity or to water infiltration in the porous cementitious materials used in buildings. Advances in biomimetics have allowed the development of superhydrophobic surfaces and materials, with contact angles greater than 150°, which are able to repel water and aqueous products. In this context, this work summarizes the recent advances on superhydrophobic coatings and admixtures applied to cementitious materials. Recommendations for the future improvement of such products are made. The synthesis of superhydrophobic coatings generally includes the deposition of a low surface energy material (LSEM), especially fluoroalkylsilanes, on a microroughened surface, which, in cementitious materials, is usually achieved with the help of nanoparticles or micrometric molds. In this sense, variables as the spraying time duration, and the nanoparticles concentration, surface area and average particle size were identified as directly influencing the surface superhydrophobicity. Functionalized nanoparticles can also be introduced in cement matrix during the paste mixing in order to obtain a longer lasting waterproofing effect. In this case, hybrid nanosilica may react with Ca(OH)2 through pozzolanic reaction. The C-S-H formed may incorporate the organic group of hybrid nanosilica, and might present superhydrophobicity as well, modifying the composite’s microstructure. Besides, the cost of fabricating hydrophobic materials is decisive for their market entry. Hence, the partial or total replacement of fluoroalkylsilanes with less expensive LSEMs seems promising and needs to be further explored.