Mercury adsorbed from combustion gas by activated carbon can be sequestered in concrete containing air entraining admixtures. The activated carbon may be made by providing a carbon char made from anthracite or low-volatile bituminous coal that was devolatilized and carbonized in an oxygen-depleted environment and activating this char in the presence of steam to provide an activated carbon with an acid blue 80 index of less than about 30 milligrams per gram of carbon. The activated carbon may also be made by providing a carbon char that was devolatilized and carbonized in an oxygen-depleted environment and activating this char in the presence of oxygen to provide an activated carbon. The carbon may be injected into a combustion gas stream containing fly ash and mercury and may then be removed with fly ash from the gas stream. The resulting composition may be used as a partial substitute for cement in air-entrained concretes.