The existing building stock presents problems of insufficient maintenance and low energy performance, with high resource and energy consumption. In response, directives such as the European Green Deal and Agenda 2030 promote a sustainable transformation of the sector, responsible for 40% of global greenhouse gas emissions. Achieving these goals requires innovative solutions that improve sustainability and energy efficiency, using natural, recycled, or waste-based secondary resource materials within the circular economy and industrial symbiosis. This paper presents a comprehensive literature review on the potential of reusing waste deriving from the olive sector for applications in construction. Specifically, samples were furnished by an oil mill and fully analysed to assess their possible uses in construction. The Mediterranean basin, a major producer of olives and oil, generates large quantities of residues that can be properly valorised and reused in construction, replacing traditional raw materials, reducing natural resource consumption, and fighting climate change. In particular, the considered olive waste was pomace, stone, and vegetation water, explored for green applications in construction. Through a state-of-the-art analysis and chemical/physical characterisation, the main features of these by-products are presented, and their possible applications as sustainable construction materials are evaluated. This study is part of a PhD research within the NEST Project, funded by the National Recovery and Resilience Plan (NRRP), focusing on the reuse of waste from various sectors in building materials to foster a more sustainable and efficient construction industry.