By the end of cement hydration calcium-silicate-hydrate (C-S-H) gels extends over tens and hundreds of nanometers. Their complex texture affects directly, and to a large extent, the macroscopic hygrothermal and mechanical behavior of cement. Here we review a statistical physics approach recently developed, which allows us to investigate the gel formation under the out-of-equilibrium conditions typical of cement hydration and the role of the nano-scale structure in C—S—H mechanics upon hardening. Our investigations have unveiled the role, in the C-S-H gels, of nano-scale structural and mechanical heterogeneities that develop due to the the far-from-equilibrium physico-chemical environment in which the material forms. A subtle interplay between the out-of-equilibrium evolution and the effective interactions emerging between the nano-scale units of the gels at different stages of the hydration process ultimately determines the mesoscale texture of cement hydrates and their material properties.