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Achieving sustainable zero-waste and carbon neutral solutions that contribute to a circular economy is critically important for the long-term prosperity and continuity of traditional carbon-based energy industries. The Estonian oil shale (OS) sector is an example where such solutions are more than welcome. The combustion of OS generates a continuous flow of ashes destined to landfills. In this study, the technical feasibility of producing monolith building materials incorporating different OS ashes from Estonia was evaluated. Three binder systems were studied: self-cementation of the ashes, ceramic sintering in clay brick production and accelerated carbonation of OS ash (OSA) compacts. Results showed that most of the OSAs studied have low self-cementitious properties and these properties were affected by ash fineness and mineralogical composition. In case of clay bricks, OSA addition resulted in a higher porosity and improved insulation properties. The carbonated OSA compacts showed promising compressive strength. Accelerated carbonation of compacted samples was found to be the most promising way for the future utilization of OSAs as sustainable zero-waste and carbon neutral solution.