Artificial intelligence (AI) offers a new route to address the heterogeneity, data scarcity, and strongly coupled composition-process-structure-performance relationships of lunar regolith materials. This perspective reframes lunar regolith as a materials-intelligence problem that integrates materials data, physical knowledge, and AI-driven decision-making. Four pathways are examined: high-temperature densification, low-temperature consolidation, additive/composite manufacturing, and functionalized regolith materials. Priority AI interventions include physics-informed process modeling, composition-process-property learning, in-process monitoring, adaptive control, multi-objective design, and lifecycle prognostics for degradation and remaining-life prediction. We further propose an AI-enabled closed-loop framework linking resource characterization, material selection, autonomous fabrication, in-service monitoring, maintenance, and reuse. Future progress requires benchmark datasets, simulant-to-real transfer, uncertainty-aware learning, and closed-loop validation under lunar conditions. The central challenge is not merely to produce stronger regolith materials, but to establish trustworthy and deployable materials intelligence for long-term lunar infrastructure.