Coal gangue concrete (CGC), a great low cost and environment-friendly material, is considered to be the most effective substitute for normal concrete. The bond performance of steel bar embedded in CGC determines the feasibility of using CGC as structure material. So, this study presents an experimental program to investigate the bond strength of steel bar embedded in CGC compared to the one in normal-aggregate concrete. The experimental program contains 75 specimens that are tested using the pull-out test. In this study, coal gangue coarse aggregate replacement ratios (0%, 25%, 50%, 75%, and 100%), water-cement ratio (0.50, 0.45, and 0.40), and rebar diameters (14 mm, 16 mm, and 18 mm) were considered to analyze the variation law of bond strength. The test results show that the bond strength increased slightly with the decrease of water-cement ratio. The bond strength decreased slightly with the increase the aggregate replacement ratio if the replacement ratio was less than 50%. In contrast, the bond strength decreased significantly when the aggregate replacement ratio was more than 50%. In addition, the bond strength increases first and then reduces with increasing of bar diameters. Lastly, a new model of predicting the bond strength between the deformed steel bar and coal gangue concrete was proposed in this study because the widely used prediction models for the bond strength were not suitable for the coal gangue concrete.