Concrete is the most widely used construction material and comprises cement, water, fine aggregates, and coarse aggregates. Fine aggregates are primarily obtained from river sand extraction, while coarse aggregates are produced through the mining and crushing of natural stones. However, the excessive extraction of natural aggregates has resulted in environmental degradation and the depletion of natural resources. This review paper explores various sustainable alternative materials for the partial replacement of both fine and coarse aggregates in concrete with the aim of enhancing mechanical performance while conserving natural resources. The selected replacement materials include both industrial by-products and natural waste materials. Fine aggregate replacements reviewed in this study include copper slag, quarry dust, manufactured sand (M-sand), waste foundry sand, and waste glass powder, whereas steel slag, e-waste, coconut shells, recycled concrete aggregates, and ceramic waste are reviewed as coarse aggregate alternatives. The performance of these materials was evaluated using published experimental studies covering concrete grades ranging from M20 to M50. Mechanical properties, including compressive strength, split tensile strength, and flexural strength, were comparatively analyzed at different replacement levels together with reported workability characteristics. Based on the synthesized findings, the review identifies optimum replacement ranges, compares the performance of different sustainable aggregate materials, and highlights their potential to reduce the consumption of natural aggregates while supporting environmentally responsible concrete construction.