Based on the test results of laser particle size analyzer, specific surface area analyzer and infrared spectrometer, the grinding kinetics of coal gasification slag (CGS) was systematically described by using Divas–Aliavden grinding kinetics, Rosin–Rammler–Bennet (RRB) distribution model and particle size fractal theory. The influence of grinding time and particle group of CGS on the strength activity index of mortar was studied by using the strength activity index of mortar and grey correlation analysis. The results show that the particles are gradually refined before mechanical grinding of CGS for 75 min. When the mechanical grinding time is greater than 75 min, the “agglomeration phenomenon” of fine CGS particles led to the decrease in various properties. Divas–Aliavden grinding kinetics, the RRB model and fractal dimension can characterize the change of CGS particle size in the grinding process quantitatively. The strength activity index of CGS at different curing ages is positively correlated with grinding time, and the influence on the later strength activity index is the most obvious. The relationship between CGS particle size distribution and strength activity index were probed using grey correlation analysis. The CGS particle groups with the particle size of 20~30 μm and 10~20 μm have the greatest impact on the early and late strength activity index, respectively. Therefore, the optimal grinding time of CGS as auxiliary cementing material is 75 min, considering factors, such as economy and performance, and the specific surface area (SSA) is 4.4874 m2·g−1.