Increasingly electromagnetic pollution derived from portable electronic devices and communication systems urges the development of electromagnetic waves (EMWs) absorbing cementitious composites. However, it remains a challenge to achieve a balance between excellent mechanical and EMWs absorbing properties of cementitious composites, and it has not been systematically summarized. It is of great significance to construct EMWs absorbing cementitious composites using absorbers, mineral admixtures and structural design, as well as explore the mechanism of mechanical and EMWs functionality. This paper outlines the current design principles and loss mechanisms of EMWs absorbing cementitious composites. The EMWs absorbers used in cementitious composites include dielectric, resistive, magnetic, composite, and mineral dopants, of which nano-absorbers stand out due to their size effect, tunneling effect, and interfacial effect. Structural design types commonly used in EMWs absorbing cementitious composites, such as multilayer, porous, heterogeneous, metamaterials and metasurfaces structures are summarized, yet which inevitably introduces defects into matrix, resulting in the weakening of mechanical properties. Material-structure integration and multi-scale design strategies that combine the advantages of efficient nano-absorbers and structural design have become future develop trend. Peculiarly, the effects of different EMWs absorbers on the mechanical properties of cementitious composites are particularly explored, revealing the dispersion degree and dosage of nano-absorbers may be the criteria affecting their mechanical properties. In the end, this paper indicates the characteristics and challenges of the current EMWs absorbing cementitious composites, further proposes future development and engineering application recommendations.