This review focuses on the mechanical properties of single-phase cementite. The mechanical properties of interest are 1) sound velocity, 2) elastic constants, 3) hardness, 4) plastic deformation mechanism, 5) wear, 6) fracture toughness, and 7) crystal orientation anisotropy. The effects of temperature, magnetic transition, and alloying elements on the sound velocity, elastic constants, and hardness were reviewed. Furthermore, experimental values of the above mechanical properties as well as other parameters, such as the specimen shape, the quantity of alloying elements, and the measurement method, were collected. A large variation was observed in the reported experimental values. The main reason for this is that cementite is metastable, and it is difficult to prepare large single-phase samples. Other factors, such as sample shape, measurement method, alloying element, magnetic transformation, and crystal orientation anisotropy, also influenced the measured values. Studies using first-principles calculations of cementite were also reviewed. The crystal orientation anisotropy of each elastic constant of single-crystal cementite based on the first-principles calculations are summarized, and its comparison with the experimental results is discussed. By comparing the elastic constants obtained by the first-principles calculations with the measured values, the former values of Young’s modulus and shear modulus are several % and bulk modulus and Poisson’s ratio are several tens of % larger than those of the latter. This is thought to be because of the difference in temperature between 0 K (first-principles calculations) and room temperature (measured value), and theoretical and experimental studies in which the temperature is changed are expected.