The possibility of achieving auxetic behaviour in conventional materials is currently attracting significant research interests in the form of auxetically enhanced cementitious composites and, especially, in re-entrant honeycomb structures. Most studies on the behaviour of re-entrant steel honeycomb auxetic reinforcement for concrete focus on achieving uniplanar auxetic behaviour perpendicular to the direction of loading. This study focuses on investigating multi-planar auxetic behaviour throughout the composite. The auxetic behaviour was achieved by perforating the steel sheets before making the re-entrant honeycomb structures. The re-entrant honeycomb was fabricated by folding mild steel strips 70 mm wide into a re-entrant profile and welding the strips onto one another. Three types of perforations were investigated, representing three categories of samples: circular perforation, orthogonal elliptic perforations and orthogonal peanut perforations. The perforated samples were compared to the non-perforated re-entrant honeycomb (control) through compression strength tests of the composites. Direct tension tests were also carried out on each steel strip in order to understand their respective stress–strain behaviour. The study demonstrates that perforating the re-entrant honeycomb walls could be a simple method for achieving multi-planar auxetic behaviour in re-entrant steel honeycomb-reinforced cementitious composites.