We explored the photocatalytic capacities of cementitious materials (cement paste and mortar) incorporating titanium dioxide (TiO2). P-25 is a commercial TiO2 preparation which, if incorporated into large civil buildings, is extremely expensive. It is essential to produce low-cost TiO2. A cheap anatase form of TiO2 powder, NP-400, manufactured under relatively low burning temperature, was considered in this paper. Addition of NP-400 to 0, 5, 10, and 20 wt % did not significantly affect the compressive strengths of mortar or cement paste. However, the compressive strengths of P-25-containing specimens were more consistent than those of NP-400-containing materials. The nitrogen oxide (NO) removal efficiencies by mortar with 5 and 10 wt % TiO2 were similar at ca. 14–16%; the removal efficiency by mortar with 20 wt % NP-400 was ca. 70%. Although the NP-400 cluster size was almost halved by ultrasonication, NO removal efficiency was not enhanced. Removal was enhanced by the presence of accessible surface area: NP-400 dispersed in these surfaces readily adsorbed NO, aided by the large surface areas of the top and bottom faces. Scanning electron microscopy coupled with energy dispersive X-ray analysis (SEM–EDX) confirmed that NP-400 tended to sink when added to cement, fine aggregates, and water because the true densities of P-25, NP-400, and cement powder differed (3.41, 3.70, and 3.15 g/mL). The true density of NP-400 was thus the highest of all ingredients. The relatively low apparent density of P-25 compared to that of NP-400 was associated with a more bulky distribution of P-25 within cementitious materials. Nevertheless, NP-400 could be a viable alternative to the definitive product, P-25.