In order to reduce the cost of ceramic membrane support, ceramic membrane support was prepared using high‐aluminum fly ash as raw material, and its Fe migration rules during the preparation process are studied. The effects of sintering temperature, pore forming agent content, and binder content on the properties of support, such as porosity, pore size, bending strength and water flux have been investigated. The optimum contents of high‐aluminum fly ash, pore forming agent and binder in the ceramic membrane support are 95%, 4%, and 1% respectively, and its sintering temperature is 1300°C. The porosity, bending strength, pore size, and water flux of the prepared support are 37%, 22 MPa, 665 nm, and 2800 L/h·m2·MPa, respectively. X‐ray powder diffractometer, X‐ray fluorescence spectrometer, X‐ray photoelectron spectrometer, inductively coupled plasma spectrometer, transmission electron microscope, spherical aberration corrected transmission electron microscopy, and laser Raman spectroscopy were used to characterize the support and Fe existing morphology in it. The results show that the main phases of sintered support are mullite, corundum, and silica. Massive mullite is produced when the sintering temperature reaches 1200°C. The content of mullite increases with increasing sintering temperature. About 7.7 % content of total Fe in the support exists in the form of Fe2O3. About 92.3% content of total Fe is dissolved into mullite. Fe is evenly distributed in mullite, and it is enriched at the grain boundary by element segregation. Fe in mullite is difficult to dissolve under strong acid conditions, so its stability is very strong.