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To apply coal fly ash to the remediation of heavy-metal-contaminated soil, an alumina–silica nano-amendment (ASNA) was synthesized from coal fly ash and was used for the immobilization of lead and zinc in contaminated soil. The investigation on the synthesis of the ASNA shows that the ASNA can be obtained under a roasting temperature of 700 °C, a ratio of alkali to coal fly ash of 1.2:1, and a molar ratio of silicon to aluminum of 1:1. The ASNA could increase the soil pH and cation exchange capacity (CEC) and decrease the bioavailability of Pb and Zn. When the ASNA addition increased from 0 to 2%, the bioavailability (extracted by CaCl2) of Pb and Zn decreased by 47% and 72%, respectively. Moreover, the addition of the ASNA facilitated the transformation of Pb from a reducible fraction to oxidizable and residual fractions and Zn from an exchangeable fraction to a residual fraction. The correlation analysis and cluster analysis verify that the ASNA modulates the chemical speciation of heavy metals by increasing the soil’s CEC and pH, thereby immobilizing heavy metals. It is expected that this study can provide a new method for the remediation of Pb- and Zn-contaminated soil.