Developing photocatalytic coatings onto cementitious materials is an attractive approach to combat air pollution. However, the low photocatalysis durability of the photocatalytic cementitious materials is the main challenge for their large-scale implementation in aggressive outdoor environments. Here, a coating composed of poly heptazine imides (PHI) was applied onto hardened cement pastes with different substrate roughness for nitrogen oxides (NOx) abatement under artificial washing and natural weathering. The apparent appearance, micromorphology and chemical composition of the PHI-coated cement pastes were characterized via visual inspection, scanning electron microscopy equipped with energy-dispersive X-ray spectroscopy and attenuated total reflectance–Fourier transform infrared analysis. It was found that increasing the substrate roughness improved the adhesion of PHI coating against the washing test, contributing to a higher photocatalytic efficiency of NOx removal at highly rough substrates after subjecting to the washing test. After the weathering tests, the NOx removal of PHI-coated cement pastes increased and then decreased slightly with the increasing substrate roughness; the highest photocatalytic efficiency was observed at a substrate roughness of 2.83 μm. The observations open a window for improving the durability of photocatalytic coatings applied onto cementitious materials under real-life conditions.