(1) Hydroxyapatite (Hap), which can be obtained by several methods, is known to be a good adsorbent. Coal fly ash (CFA) is a commonly reused byproduct also used in environmental applications as an adsorbent. We sought to answer the following question: Can CFA be included in the method of Hap wet synthesis to produce a composite capable of adsorbing both heavy metals and dyes? (2) High calcium lignite CFA from the thermal power plant in Bełchatów (Poland) was used as the base to prepare CFA–Hap composites. Four types designated CFA–Hap1–4 were synthesized via the wet method of in situ precipitation. The synthesis conditions differed in terms of the calcium reactants used, pH, and temperature. We also investigated the equilibrium adsorption of Cu(II) and rhodamine B (RB) on CFA–Hap1–4. The data were fitted using the Langmuir, Freundlich, and Redlich–Peterson models and validated using R2 and χ2/DoF. Surface changes in CFA–Hap2 following Cu(II) and RB adsorption were assessed using SEM, SE, and FT-IR analysis. (3) The obtained composites contained hydroxyapatite (Ca/P 1.67) and aluminosilicates. The mode of Cu(II) and RB adsorption could be explained by the Redlich–Peterson model. The CFA–Hap2 obtained using CFA, Ca(NO3)2, and (NH4)2HPO4 at RT and pH 11 exhibited the highest maximal adsorption capacity: 73.6 mg Cu/g and 87.0 mg RB/g. (4) The clear advantage of chemisorption over physisorption was indicated by the Cu(II)–CFA–Hap system. The RB molecules present in the form of uncharged lactone were favorably adsorbed even on strongly deprotonated CFA–Hap surfaces.