The radiation shielding, microstructural, and thermal characteristics of TeO2-incorporated concrete composites were investigated using Phy-X simulation software across photon energies ranging from 0.0395 to 1.46 MeV. Four samples, C0.0Te, C0.5Te, C1.0Te, and C1.5Te, were fabricated by substituting sand with 0–1.5 g of TeO2. The density of the samples increased from 2.26 g/cm3 (C0.0Te) to 2.49 g/cm3 (C1.5Te), resulting in a corresponding improvement in the linear attenuation coefficient (LAC) from 0.415 cm−1 to 0.517 cm−1 at 0.122 MeV. SEM and XRD analyses revealed enhanced crystallinity dominated by barite and tellurium-rich phases, while DTA and TGA confirmed improved thermal stability. The C1.5Te sample exhibited the highest density and LAC values, indicating its superior gamma radiation shielding efficiency and structural integrity.