Additive manufacturing (AM), also referred as 3D printing, is a technology that enables building automated three-dimensional objects in a layer-by-layer manner. AM of cement-based and alkali-activated composites has gathered attention over the last decade and is one of the most rapidly developing civil engineering fields. Development of proper mixture compositions which are suitable in fresh and hardened state is one of the key challenges of AM technology in construction. As the behaviour of cement-based materials (CBM) and alkali-activated materials (AAM) is determined by chemical and physical processes at the nano-level, incorporation of nano- and micro-sized admixtures has great influence on the performance of printable composites. These modifications are attributed to the unique reactivity of nanoparticles associated with their small size and large surface area. This review paper summarizes recent developments in the application of nano- and micro-particles on 3D printable cementitious composites and how they influence the performance of 3D-printed construction materials. The research progress on nano-engineered CBM and AAM is reviewed from the view of fresh and hardened properties. Moreover, comparison between nano- and micro-sized admixtures including nanosilica, graphene-based materials, and clay nanoparticles as well as chemical admixtures such as viscosity-modifying admixtures and superplasticizers is presented. Finally, the existing problems in current research and future perspectives are summarized. This review provides useful recommendations toward the significant influence of nano- and micro-sized admixtures on the performance of 3D printable CBMs.