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Under the oxidative roasting process, pyrite, as a major mineral in sulfidic mine tailings, can transform to iron oxides. Generated iron oxides, if exhibiting enough magnetic properties, can be recovered via magnetic separation resulting in partial mine tailings valorization. However, due to the presence of various minerals and sintering possibility, it is advantageous to remove impurities and increase the pyrite content of mine tailings prior to the roasting procedure. In this case, hydrofluoric acid that has no influence on pyrite can be used to leach most inorganic minerals, including aluminosilicates. Therefore, this study investigated and compared the influence of the roasting process with and without hydrofluoric acid leaching pretreatment on mineralogical phase transformation of pyrite and magnetic properties of thermally generated minerals. Several tests and analyses were performed to study mineralogical phase transformation, morphology, elemental composition, surface characterization, and magnetic properties. Results of this study indicated that without acid leaching pretreatment, pyrite was mainly transformed to hematite. However, via acid leaching, fluorine, as a more electronegative element over oxygen, entered the compound and neglected the role of oxygen in thermal oxidation, instead reducing sulfur content of pyrite to only form pyrrhotite.