Natural zeolite is a honeycomb-structured aluminosilicate mineral with an open crystalline structure which makes it suitable for a variety of applications. Given the beneficial effects of zeolites on the properties of cementitious materials, the present paper aims to summarize the recent findings reported in the scientific literature on the use of zeolites in cement-based construction materials. This paper limits the analysis to natural zeolites. The influence of natural zeolites on the workability and setting time of cement-based construction materials revealed that increasing the zeolite content led to a reduction in workability compared to the control mixes. At the same time, the initial and final setting times of cement pastes showed a decreasing trend with an increase in the replacement percentage. The slow pozzolanic reaction of clinoptilolite zeolite results in lower flexural strength and compressive strength values of mortars at the age of 28 days. Blending zeolites with other supplementary cementitious materials resulted in improved values of the mechanical properties of mortar and concrete. The findings regarding the impact of zeolite on the durability of concrete suggest that zeolite shows promise as a viable alternative to cement, with positive effects on various aspects of durability. The majority of the durability factors are interconnected. The presence of conflicting findings is particularly significant in this context, highlighting the need for a comprehensive approach to address these challenges in the future.