Municipal solid waste (MSW) is a growing problem worldwide, as populations increase, and consumption patterns change. It not only causes pollution and health hazards, but it also results in the depletion of resources. Considering this, the utilization of MSW in sustainable construction materials has become a critical area of research. The purpose of this review study is to explore the various ways in which MSW can be utilized in sustainable construction materials such as fired clay bricks, eco-cement, geo-polymer, fly ash (FA), bottom ash (BA), ceramic bricks, municipal solid waste incineration (MSWI), incineration bottom ash (IBA), and coal bottom ash (CBA). This article also helps to understand the properties of waste-based materials and the potential for their use in various applications. This information renders the construction sector to design and develop standard guidelines for the use of waste-based materials. The significance of this review article lies in its potential to transform the construction sector into a more sustainable and resource efficient sector by leveraging the resources that are already available. Integrating waste into construction materials not only averts the waste from landfills and incinerators, but also facilitates the necessity of raw materials and consequently sustains the natural resources. Additionally, the utilization of waste-based building materials can lead to a reduction in the carbon trace of the construction industry, as waste materials often have lower embodied energy compared to traditional building materials. The outcomes of this review will provide valuable insights into the potential of MSW as a resource in sustainable construction and contribute to the development of effective Municipal Solid Waste Management (MSWM) strategies.