Aiming at the problems of large water secretion, poor suspensibility and low strength of cemented aeolian sand (AS)-fly ash (FA) backfill (CAFB) mixtures, CAFB was doped with fine coal gangue (CG) particles crushed to less than 4 mm and configured as cemented aeolian sand-coal gangue-fly ash backfill (CACFB) mixtures, in which coal gangue accounted for 8% of the mass ratio of the slurry. Through UCS and rheological experiments, using the response surface methodology and an orthogonal design, the following conclusions were drawn: (1) With the increase in ordinary Portland cement (PO) and slurry concentration, the UCS of the CACFB increased. (2) With the increase in the FA dosage, the UCS of the CACFB decreased first and then increased due to the gradual increase in FA dosage, destroying the reasonable ratio of the material and leading to the reduction in the material’s UCS, and with the growth in time, the volcanic ash effect of the FA caused the UCS of the material to increase. (3) With the increases in slurry concentration, the yield stress and viscosity coefficient of the slurry increased. (4) Reasonable proportions for CACFB should ensure the strength characteristics and rheological properties of the material. Through theoretical and experimental research, the final reasonable proportions were as follows: the concentrations of slurry, AS, CG, FA and PO were 77.5%, 42%, 8%, 17.5% and 10%, respectively. This ensured that the UCSs of the CACFB at 3 d, 7 d and 28 d were 1.2 MPa, 2.5 MPa and 4.3 MPa, respectively; the yield stress of the CACFB was 495 Pa, and the viscosity coefficient was 3.97 Pa·s. These reasonable proportions of the CACFB can meet the strength index and flow property of material industrial experiments.