On a global scale, millions of tons of diverse agricultural residues are generated annually. Most of these wastes are burned or dumped in landfills, which causes environmental pollution. Addressing environmental issues arising from agricultural waste materials, in addition to mitigating heating and cooling expenses in the construction sector, is an interesting challenge for researchers. The utilization of agricultural wastes in different parts of construction is producing positive findings day by day, and investigating research in this field is a curiosity for researchers. This short study reviewed the most recent achievements in using agricultural wastes as a substitute or additive material for construction. Using these wastes as aggregate, ash (as a supplementary for cement), or fibers for foam concrete, insulation materials, etc. has been reviewed. This review has focused on very recent published papers. Several studies have demonstrated the effective influences of agro-waste materials in construction, like retaining the compressive strength (155 MPa) of concrete at standard levels and reducing heat losses in buildings (69% energy savings for brick insulated using wheat straw), as well as sound insulation. The use of agro-waste materials for insulation positively improved thermal conductivity, costs, and energy savings. However, some wastes did not provide a high added value, which shows that more investigations still need be performed to fill this gap in the research. Considering the global scale of agricultural waste generation and the potential benefits to both the environment and construction industry, continued research in this area is essential.