Coal gangue (CG), which is mainly generated during coal excavation, mining, and coal washing, is an industrial solid waste that is recognized as an environmental pollutant. The ever‐increasing amount of CG produced is a serious threat to the ecological environment and property safety, especially in China, which is the largest coal producer and consumer in the world. Considerable studies have investigated means for utilizing CG worldwide. This review summarizes and discusses various porous inorganic materials made from CG, including cement‐based porous materials, porous bricks, porous ceramics (cordierite and mullite) and glasses, porous geopolymers, zeolites, aerogels, and porous carbon materials. Different preparation processes and performances of each type of porous inorganic materials were reviewed. Porous CG‐based materials can be used as promising adsorbents for the removal of various pollutants and have good potential for use in construction industry as well as catalyst material applications. Besides, porous materials obtained from CG have also been tested as slow‐release fertilizers after the absorption of phosphate, as electrode materials, and as oil‐in‐water separation agents. The systematic summary of porous materials based on CG aims at promoting high‐value‐added applications for this waste. Future research directions for the use of CG as a raw material are also presented.