The resource and large-scale utilization of waste ceramic materials, magnesium slag, and coal gangue are one of the important ways for the sustainable development in metallurgy, coal, and other related enterprises. In this paper, waste ceramic materials were used as aggregates; coal gangue and magnesium slag were used as mixed binder; and the all solid-waste-based permeable bricks with excellent performance were prepared by forming pressure at 5 MPa. The mechanical properties and water permeability of the all-solid-waste-based permeable bricks were evaluated. The results proved that the porous channel of permeable brick is mainly composed of waste ceramic materials with a particle size of 2–3 mm. Pore structures below 200 μm were mainly composed of fine aggregate and mixed binder. Using 60% coarse aggregate, 20% fine aggregate, 10% coal gangue, and 10% magnesium slag as raw materials, the all-solid-waste-based permeable bricks were obtained by pressing at 6 MPa and sintering at 1200 °C, which exhibited the best performance, and its water permeability, compressive strength, and apparent porosity were 1.56 × 10−2 cm/s, 35.45 MPa, and 13.15%, respectively. Excellent water permeability, compressive strength, and apparent porosity of the all solid-waste-based permeable bricks were ascribed to the high content of connecting open pores, and closely adhesive force were ascribed to the porous microstructure constructed by the grading of waste ceramic materials and the tight conjoined points of the liquid phases in coal gangue and magnesium slag at a high sintering temperature.