For more than a decade, unmanned aerial vehicles (UAVs) have been used on construction job sites for a variety of purposes including structural inspection, and 3D mapping of the site and existing structures. Although the advantages that UAVs have brought to construction are discussed extensively in the literature, applications of other types of unmanned vehicles (UVs) in the construction industry, including unmanned ground vehicles (UGVs), unmanned surface vehicles (USVs) (operating on water surfaces), and unmanned underwater vehicles (UUVs), have received limited attention. Although UAVs are the most frequently employed type of UVs in the construction industry, UGVs and USVs have also been involved in a few construction-related missions. These include search operations and structural damage assessment in the aftermath of disasters such as the World Trade Center in 2001, Fukushima Daiichi nuclear power plant in 2011, Hurricane Wilma in 2005 and Hurricane Ike in 2008. UGVs and USVs have rarely been used in any other type of construction-related application. Furthermore, there is no available data about construction-related applications of UUVs. Recent advances in information technology and artificial intelligence have led to the design of autonomous UAVs, UGVs, USVs, and UUVs that can operate without, or with little, human intervention in their missions. Advances in UVs and their automated control have resulted in commercially available prototypes of different types of UVs. This, in turn, has created an unexplored potential for the applications of a wide variety of UVs to construction. This paper reviews this potential specifically for USVs, UUVs, and UGVs. The details of each mission, including application, UVs type and details of mission are described. The paper concludes with an identification of gaps in the current technology where developments are required before the full potential of USVs, UUVs, and UGVs can be achieved in construction.