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The effect of inorganic matter on the volatility of hazardous elements As, Be, Cd, Co, Cr, Cu, Hg, Mn, Ni, Pb, Sb, Se, Tl, and V during coal−sewage sludge combustion was studied. For this purpose, two bituminous coals from the Asturian Central Basin and sewage sludge treated with FeCl3 and lime were used. The combustion of sludge−coal blends was performed in a laboratory furnace at 800, 900, 1000, and 1100 °C. The results have shown that the inorganic matter of materials used in the sludge−coal blends affects the behavior of the above metals significantly. Thus, the high Cl contents of the sludge can increase the volatility of some trace elements (Cd, Cu, and Pb) because of chloride formation, but the retention of part of these elements in ashes by Fe and Si lessens the hazardous influence of Cl. The higher the Si contents of the coal, the higher the Cd and Pb retention during combustion. Another element that plays an important role in the retention of trace elements is Ca (especially Ca from sludge additives that is finely distributed), which can retain As in ashes and decrease Se volatility.