Concrete on Mars Could Literally Be Made Out of Astronaut Blood, Sweat and Tears

The first brick is the hardest, because once you have one you can knock it on someone's head so that he cries and bleeds even more.

Jokes aside, I think you need clay and limestone to create cement. Clay has been found Limestone is probably not available on Mars, although I believe there were reports of some carbonates in tiny quantities. The lack of ubiquitous carbonate is seen as evidence that Mars never really had a denser atmosphere with fluid water.