Novel nanocomposite smart multifunctional materials are emerging as promising technological advances in construction industry, where thermal-energy efficiency needs should meet environmental sustainability and mechanical performance requirements. In this view, new cement-based materials showed encouraging results in terms of added functional properties combining all the above mentioned capabilities with electrical conductivity and self-sensing potential for a variety of field scopes, e.g. vibration measurements, damage detection, structural health monitoring, electromagnetic shielding, self-heating pavements for deicing and more. The present paper deals with the development and multipurpose experimental characterization of cement-based materials doped with different carbon nanoinclusions consisting of: multi-walled carbon nanotubes, carbon nanofibers, carbon black, and graphene nanoplatelets. The study investigates morphology, optical features, thermal characteristics, electrical properties and strain-sensing capability of the different composites, through a campaign of in-lab experimental measurements. The results highlight the peculiar behavior of each composite material, which is strictly related to the adopted nanoinclusions, that reveal to be suitable for specific purposes. In particular, all carbon nanoinclusions are seen to reduce solar reflectance capability, while they produce negligible variations in thermal emittance. Graphene nanoplatelets represent the most effective nanoinclusion to increase thermal conductivity and diffusivity, which is related to their structural and geometrical characteristics and better capability to distribute the thermal wave. Consistently, the same graphene samples produce the largest electrical conductivity and capacitance. However, multi-walled carbon nanotubes, even though providing comparatively smaller contributions to electrical conductivity, are seen to be the best nanoinclusions for providing strain sensing capabilities to the cement-based composites.