Briquetting is a process in which fine materials unsuitable for use as such are agglomerated to achieve a larger particle size. Auger pressing is a novel briquetting method to efficiently improve the recycling of by-products from iron and steelmaking. The high-temperature properties of auger pressing briquettes mainly consisting of blast furnace sludge and mill scale were evaluated. The aim was to determine the suitability of the briquettes for blast furnace (BF) ironmaking by studying the reduction, swelling, and cracking behavior using a laboratory-scale furnace. The blast furnace simulator (BFS) capable of performing non-isothermal reduction experiments with changing gas compositions was used to simulate the different stages of reduction up to 1100 °C in an atmosphere with N2, CO, and CO2 gases. A commercial olivine pellet and a conventional industrial BF briquette were used as reference samples. The sample weight losses were monitored by thermogravimetry, swelling as a change in the volume, and cracking by visual inspection. The samples were analyzed using microscopes and an elemental analyzer. Based on the BFS experiments, the briquettes proved to be a promising raw material for BF use. They were of a self-reducing quality due to their carbon content and showed reduction to metallic iron faster compared to the reference samples. The swelling was slight, and despite the minor cracking the structure of the briquettes did not degrade.