The pulsed high power microwave (HPM) technology has been developed worldwide for over 20 years. The sources of HPM pulses are a weapon of mass destruction. They pose danger especially to computer and telecommunications equipment and systems, both the military and civilian ones. This paper presents a survey of literature on electromagnetic wave radiation absorbing and shielding materials to be used in construction. Relevant protective measures should include the shielding of buildings or their parts and the absorption of radiation by building envelopes and their elements. The main focus is on the possibilities of improving the shielding and absorptive properties of common construction materials, such as concrete, mortars and synthetic resins. The survey covers the following groups of materials: carbon-based admixtures, nickel powder, iron powders, ferrites, magnetite and polymers. The final part of the survey is devoted to hybrid foam microwave absorbers in which the shape of the material’s inner structure and that of its surface play a special role.