This study introduces the preparation process, product classification, physical and mechanical properties of calcined bauxite(CB) aggregate, and comprehensively reviews and summarizes the achievements and progress of worldwide researches on CB aggregate in the preparation of ultra-high performance concrete(UHPC), improving the mechanical properties and volume stability of UHPCs, improving the abrasion and skid resistance of pavement, and preparing impact resistant cement-based materials the influence mechanism of CB aggregate on the properties of the materials is explained systematically. The results show that: ①CB aggregate is mainly composed of high strength and chemical-stable corundum and mullite, and its mechanical properties(strength, hardness, wear resistance) are significantly better than those of granite, limestone and other conventional aggregates. ②CB aggregate with lower alumina content has higher porosity, which is suitable for serving as internal curing agent to effectively reduce UHPC's shrinkage and cracking risk; the high strength of CB aggregate and the promotion of hydration degree due to internal curing jointly improve the mechanical properties of UHPC. ③CB aggregate with high alumina content(>80%) is suitable for the preparation of special road surface due to the aggregate's special properties of high hardness and high wear resistance, which can significantly improve the initial and long-term abrasion and skid resistance of the pavement, a thereby developed technology named as high friction surface treatment(HFST) has been widely used in foreign countries. ④The high strength and hardness characteristics of CB aggregate can effectively wear the impact projectile end or absorb higher impact damage energy, thus significantly improving the impact resistance of cement composites.