Innovative construction materials with self-sensitive capabilities are under development and can be used for Structural Health Monitoring (SHM) of masonry buildings. These cutting-edge sensing technologies are expected to replace off-the-shelf sensors in the near future, thus making the implementation of SHM systems in existing buildings more feasible than it is today, with special consideration for historic ones. Self-sensitive construction materials boast greater durability over time, easier placement within the load-bearing structure, and reduced manufacturing costs compared to most conventional sensors. In this regard, this paper presents the use of self-sensitive clay bricks and cement mortar joints for the early detection of damage to masonry buildings. These sensing technologies have been produced by adding specific amounts of electrically conductive fillers to traditional construction materials, i.e., fresh clay and cement powder. As a result, clay bricks with piezoresistive capabilities have been obtained that function as conventional bricks while also measuring changes in strain due to damage initiation and/or progression. Similarly, cement mortar formulations with optimized electrical conductivity have been developed to implement mortar joints sensitive to crack formation in masonry bonds. Advanced SHM strategies can be formulated leveraging the outputs from self-sensitive clay bricks and mortar joints. Experimental and numerical investigations involving masonry structures equipped with these new sensing technologies are in progress to demonstrate their effectiveness for SHM purposes. This paper outlines recent findings from ongoing studies, which mark significant milestones in revolutionizing the SHM of masonry buildings.