Self-sensing cementitious composites include the use of conductive materials which have important capabilities in monitoring structure’s health. Graphene has been widely used to modify cementitious composites to get self-sensing properties due to its unique electrical properties along with its exceptional specific surface area, high aspect ratio, and high strength and modulus. The development of a cost-effective graphene-based cement material with uniform dispersion of graphene in the cement matrix remains challenging. Graphene aggregation in the cement matrix is considered as a ‘defect’, undermining the reinforcing effect of graphene and potentially affecting the performance of cementitious composites. Rather than employing the traditional approach of directly incorporating graphene into the cement matrix in the development of smart sensing composites, researchers used more efficient approach via nano-surface engineering of the sand. This paper reviews the current state of research on graphene-coated sand, particularly the progress made in the recent years. The purpose of this review is to summarize the results of those recent experiments. When graphene coated sand is added to the cementitious mix, the nano and micro-scale properties of graphene-sand incorporated cementitious composite are enhanced significantly, especially in terms of fresh properties, piezoresistive and mechanical properties and microstructures. However, more research is needed on graphene coated sand incorporated cementitious composite because it may provide a better reinforcement while also lowering its cost. Therefore, this review will encourage future researchers and civil engineers to develop functional graphene-based concrete for the next generation of smart infrastructure.