Coal gasification slag (CGS) is a byproduct of the coal gasification process. According to the different particle sizes, CGS is generally divided into coarse slag and fine slag. The industrial recycling and reuse of CGS has the shortcomings of a low efficiency, high cost and poor scale effect. Generally, it is disposed via pile storage and landfills, which causes Significant environmental contamination and waste of land resources, adversely affecting the sustainable development of coal chemical industry enterprises. The resource utilization of CGS depends mainly on its two properties, the large amount of active amorphous silica-alumina and the loose porous structural properties. There are four general categories of uses for gasification, for construction materials, silica-based materials, activated carbon materials, and valued element extraction. In particular, the use for the preparation of construction materials is considered an effective strategy for the treatment and utilization of CGS in large quantities. While the synthesis of silica-based porous materials and activated carbon materials can improve the application value of CGS. This paper summarizes the physicochemical properties and morphological structure of CGS, and reviews its research progress in construction building materials and high value-added materials. It is also hoped that high value-added materials can be combined with building material preparation to prepare special building materials. Finally, the problems in the utilization of CGS resources and the prospects for efficient utilization in the future are discussed to facilitate subsequent researchers to better understand the properties and utilization directions of CGS.