The horticulture sector has been directed by European guidelines to improve its practices related to environmental sustainability. Moreover, the practice of horticulture in urban areas is increasing since it provides fresh products that are locally produced. At the same time, horticulture needs to implement circular economy approaches and energy-efficient models. Therefore, to address these issues, this study investigated the effects of an integrated fertilizer-box-based cultivation system equipped with LED lights and coated porous inorganic materials (C-PIMs), which was applied as fertilizer, on Lactuca sativa L. growth. Two different types of lightweight aggregates were formulated considering agri-food and post-consumer waste, and they were enriched with potassium and phosphorus. Involving waste in the process was part of their valorization in the circular economy. Using PIMs as fertilizers enabled the controlled release of nutrients over time. The tests were carried out in controlled conditions using two LED lighting systems capable of changing their light spectrum according to the growth phases of the plants. The effects of two different lighting schemes on the growth of lettuce plants, in combination with different amounts of aggregates, were studied. The results showed that increasing the amount of C-PIMs statistically improved the lettuce growth in terms of dry biomass production (+60% and +34% for two different types of PIM application) when the plants were exposed to the first LED scheme (LED-1). Plant height and leaf areas significantly increased when exposed to the second LED scheme (LED-2), in combination with the presence of C-PIMs in the soil. The analysis of the heavy metal contents in the lettuce leaves and the soil at the end of the test revealed that these elements remained significantly below the legislated thresholds. The experimental achievements of this study identified a new approach to improve the environmental sustainability of horticulture, especially in an urban/domestic context.