This research aims to develop self-healing geopolymer concrete (SHG) to address the limitations of conventional repair methods, including reduced thermal conductivity and density, while promoting sustainable construction. The incorporation of the self-healing method (SHM), crushed brick (CB), and minced water bottles (F-PET) resulted in reduced thermal conductivity, maintenance costs, and environmental impact. This study investigated the effects of varying amounts of CB, F-PET, and SHM on several properties, including flowability, setting times, densities, ductility index (DI), and mechanical strengths, across 13 different mixtures. Additionally, water absorption (WA%), residual weight loss (WL%), and relative dynamic modulus of elasticity (RDME%) were assessed following freeze–thaw cycles, alongside SEM analysis and thermal transport measurements of the SHG mixtures. The inclusion of up to 50% CB enhanced density and thermal conductivity but negatively affected other properties. In contrast, incorporating 25% F-PET led to modest improvements in mechanical, thermal, and durability properties; however, it did not reduce density and thermal conductivity as effectively as CB. Among the three mixtures containing both CB and F-PET, the formulation with 37.5% CB and 12.5% F-PET exhibited the lowest density (1650 kg/m3) and thermal conductivity (1.083 W/m·K). The self-healing capacity of SHM was demonstrated through its ability to close cracks, facilitated by the deposition of CaCO3 under combined durability conditions. Incorporating 2%, 3%, and 4% SHM into the 37.5% CB and 12.5% F-PET mixture significantly improved key properties, including strength, water absorption, freeze–thaw resistance, SEM characteristics, density, and thermal conductivity. The addition of 4% SHM enhanced the mechanical performance of the geopolymer concrete (GVC) after 28 days, resulting in increases of 27% in compressive strength, 40.5% in tensile strength, 81% in flexural strength, and 61.6% in ductility index. Further, the inclusion of SHM improved density, reduced WA% and WL%, and enhanced RDME% after 300 freeze–thaw cycles. Specifically, thermal conductivity decreased from 1.8 W/m·K to 0.88 W/m·K, and density reduced from 2480 kg/m3 to 1760 kg/m3. Meanwhile, WA%, WL%, and RDME% improved from 3%, 4.5%, and 45% to 2%, 2.5%, and 50%, respectively.