Clay is a naturally occurring material that can be converted to different clay minerals through thermal treatments, and can be used for the development of different products. Clays and clay minerals have been used for different applications in different sectors. Detailed information regarding the applications of these materials in the construction industry are described. Clay has been used as a supplementary cementitious material in Portland cement (OPC) mortars and concretes. These minerals decrease raw materials and CO2 emissions during the production of Portland cement clinker and, at the same time, increase the compressive strength of concrete at a later age. Therefore, they are conducive to the sustainability of construction materials. A new type of cement, Limestone calcined clay cement (LC3), and a binding material geopolymer cement have also been developed using clay minerals. The properties of these binders have been discussed. Applications of clay products for making bricks have are also described in this article.