This study aimed to evaluate the material properties of four dental cements, analyze the stress distribution on the cement layer under various loading conditions, and perform failure analysis on the fractured specimens retrieved from mechanical tests. Microhardness indentation testing is used to measure material hardness microscopically with a diamond indenter. The hardness and elastic moduli of three self-adhesive resin cements (SARC), namely, DEN CEM (DENTEX, Changchun, China), Denali (Glidewell Laboratories, CA, USA), and Glidewell Experimental SARC (GES—Glidewell Laboratories, CA, USA), and a resin-modified glass ionomer (RMGI—Glidewell Laboratories, CA, USA) cement, were measured using microhardness indentation. These values were used in the subsequent Finite Element Analysis (FEA) to analyze the von Mises stress distribution on the cement layer of a 3D implant model constructed in SOLIDWORKS under different mechanical forces. Failure analysis was performed on the fractured specimens retrieved from prior mechanical tests. All the cements, except Denali, had elastic moduli comparable to dentin (8–15 GPa). RMGI with primer and GES cements exhibited the lowest von Mises stresses under tensile and compressive loads. Stress distribution under tensile and compressive loads correlated well with experimental tests, unlike oblique loads. Failure analysis revealed that damages on the abutment and screw vary significantly with loading direction. GES and RMGI cement with primer (Glidewell Laboratories, CA, USA) may be suitable options for cement-retained zirconia crowns on titanium abutments. Adding fillets to the screw thread crests can potentially reduce the extent of the damage under load.