Self-Healing Materials (SHM) today plays a major role in the field of study and research in materials. Alternatively, SHM can be termed as autonomous healing materials, automatics healing materials. These are the type of materials where they can heal themselves, from any impact that causes a dislocation or irregular changes in structure. This paper discusses different types of Self-Healing Materials in-depth and the application of SHM in Concretes. This paper also explains various aspect of SHM like usage of the capsule, mechanical strength, thermal analysis and structures of SHM. This paper further discusses several practical applications of SHM in daily usage as composites, polymers, fiber-reinforced composites, coatings, ceramics, polyurethane foam coatings, and matrices.