Carbon nanotube (CNT) is one of the most promising nanomaterials, which has remarkable mechanical, electrical, thermal properties and chemical stability. Since the incorporation of CNT may dramatically improve the mechanical, electrical, thermal properties of composites, numerous studies on the fabrication and characterization of cementitious composites with CNT have been extensively conducted by researchers. Especially, the studies on the development of functional cementitious composites utilizing CNT have attracted much attention in the construction field. This paper introduces the state of art studies on the fabrication technologies of CNT-incorporated cementitious composites and provides in-depth information on the functional characteristics of the composites. Specifically, various dispersion techniques of CNT particles in cementitious materials are revisited to conclude on the pros and cons of those techniques. Furthermore, the mechanical properties, electromagnetic shielding and sensing performances, and heat generation characteristics of cementitious composites with CNT are extensively reviewed.