The Brazilian construction industry has been marked by many fluctuations in performance in recent years. In 2009, it was directly affected by the economic crisis, and the sector suffered a severe recession, followed by a slight recovery. By characterizing this sensitivity to the variations of the economy, the sector is closely linked with country's development. This work performs an analysis of the reflection of these constant oscillations in the performance of companies that operate in the Brazilian civil construction sector in the period 2005-2015. This study is based on Data Envelopment Analysis (DEA) models, and Malmquist Index of Total Factor Productivity (TFP). The TFP Malmquist index is used to calculate the change in total factor productivity over the period breaking it down into variations of technical and scale efficiency as well as technological progress. Results show that for the analyzed constructors set, regression in the overall and pure technical efficiency could be evaluated. It could also be observed that most companies operate outside their optimal market scale and that efficiency scores and changes in total factor productivity decreased between 2005 and 2015.