Motivated by the recent experimental advances in exfoliating Egyptian blue monolayers, we have carried out extensive calculations using density functional theory to understand their geometry, stability, mechanical properties, electronic structures, and magnetism. Upon exfoliation from the bulk, XCuSi4O10 (X = Ca, Sr, and Ba) monolayers are found to change symmetry from tetragonal to orthorhombic. They all satisfy Born criteria and are mechanically stable. Each Cu site carries a magnetic moment of 1.0 μB but with degenerate ferromagnetic and antiferromagnetic coupling states. From Ca to Sr and Ba, as the atomic number increases, the thickness, elastic constants, Young's moduli, and Poisson's ratios of the monolayers increase, while the band gaps decrease. Applying strain can tune the magnitude of energy band gaps, but the direct gap feature remains. Complementing the widely studied graphene, MXenes, black phosphorus, and dichalcogenide sheets, the Egyptian blue monolayers add additional features to the family of two-dimensional materials.