The most recent studies on the applications of nanostructured carbon materials, including carbon nanotubes, carbon nanofibers, and graphene oxides, in constructions are presented. First, the preparation of nanostructured carbon/infrastructure material composites is summarized. This part is mainly focused on how the nanostructured carbon materials were mixed with cementitious or asphalt matrix to realize a good dispersion condition. Several methods, including high speed melting mixing, surface treatment, and aqueous solution with surfactants and sonication, were introduced. Second, the applications of the carbon nanostructured materials in constructions such as mechanical reinforcement, self-sensing detectors, self-heating element for deicing, and electromagnetic shielding component were systematically reviewed. This paper not only helps the readers understand the preparation process of the carbon nanostructured materials/infrastructure material composites but also sheds some light on the state-of-the-art applications of carbon nanostructured materials in constructions.