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Magnetite tailings and municipal sludge is two different solid wastes. Large stockpiles of magnetite tailings and municipal sludge create serious environmental problems. In this study, a new method for preparing ceramsite from magnetite tailings and municipal sludge is proposed. The effects of factors including preheating temperature, preheating time, roasting temperature, roasting time, and municipal sludge dosage on the physical properties of ceramsite were investigated. The optimal conditions for ceramsite preparation were determined as follows: magnetite tailings:municipal sludge quality ratio of 85:15, preheating temperature of 325°C, preheating time of 40 min, roasting temperature of 1120°C, and roasting time of 6 min. Under these conditions, the ceramsite with an apparent density of 1.22 g/cm3, bulk density of 0.63 g/cm3, 1‐h water absorption of 3.58%, particle strength of 231 N, and cylinder pressure strength of 3.5 MPa was obtained; the resulting ceramsite met the standard requirements and was evaluated as having high quality. A toxic leaching test indicated that the ceramsite had a much lower concentration of heavy metals than the limits described by the USA Environmental Protection Agency, meeting the environmental quality standard requirements for surface water.