Auxetic materials, known for their unique ability to expand when subjected to mechanical forces, have become a focal point of interest due to their potential to innovate various engineering and construction sectors. This paper focuses on auxetic cementitious cellular metamaterials, examining their structural properties and the impact of design parameters, such as cell geometry and size, on their auxetic behavior and mechanical performance. It highlights advancements in manufacturing techniques, particularly 3D printing, and discusses characterization methods used to analyze these materials’ microstructure and mechanical properties. The review provides a broad overview of the deformation mechanisms and diverse applications of auxetic cementitious cellular metamaterials, from structural engineering and infrastructure improvement to energy harvesting. Additionally, it identifies significant research gaps, emphasizing the need for standardized testing, better understanding of long-term durability, and cost-effective manufacturing processes to enable wider adoption. By addressing these challenges, the paper aims to inspire future research efforts that will drive the evolution of auxetic materials in construction and other fields. Ultimately, this comprehensive review underscores the transformative potential of auxetic cementitious cellular metamaterials in advancing construction engineering, materials science, and sustainable development, positioning them as key innovations for future exploration.