Mechanochemical activation can be defined as a process able to induce structural disorder through intensive grinding. In certain conditions, it may increase the chemical reactivity of the processed material. The process is extensively utilized in extractive metallurgy, synthesis of nanocomposites or pharmacology. It is also considered an environmentally friendly alternative to activate kaolinitic clay avoiding high calcination temperature. This paper aims to give a comprehensive overview of the process, its evolution, process parameters and applications. The paper focuses on the mechanochemical treatment of natural clay minerals, aiming at their transformation into cementitious or pozzolanic materials. It provides a summarized review of the theories related to the mechanochemistry and discusses commonly used models. The paper also analyzes various key factors and parameters controlling the mechanochemical activation process. The optimization and control of the several factors, as the filling ratio, the grinding media, the velocity, the time of grinding, etc., can promote developments and new research opportunities on different fields of application. Examples of applications, with a special focus on mechanochemically activated clay minerals and their use as cementitious binders, are listed as well.