Massive coal gangue waste delivers environmental disasters in China. Finding an effective, efficient, practical and value-added approach for large-scale disposal of coal gangue waste is very urgent. In this study, thermal treatment approach was conducted on coal gangue waster with the goal to improve its pozzolanic activity so that considerable replacement of Portland cement can be realized. XRD analysis, IR analysis as well as the evaluation on mechanical properties of mortar specimen were carried out to optimize thermal treatment program. The results indicate that coal gangue waste can be efficiently treated at 850°C in less than 30min to obtain pozzolanic activity of 108% at 7 days and 124% at 28 days. And an industrial product also shows similar improvement in pozzolanic activity to the lab results, and indicates the potential for producing eco-efficient cementitious materials.