In response to the issues of dye wastewater pollution and coal gangue accumulation, a novel adsorbent, coal gangue-loaded hydroxyapatite (CG@HAP) was prepared using coal gangue as the raw material for the adsorption of malachite green dye wastewater. Based on batch experiments, combined with adsorption kinetics and isotherm models, as well as XRF, FTIR, XRD, and SEM analysis, the characteristics of CG@HAP in adsorbing malachite green were investigated. The results show that CG@HAP can be prepared by adding 150 mL of 0.15 mol/L (NH4)2HPO4 solution and 150 mL of 0.25 mol/L CaCl2 solution to 10 g coal gangue under the condition of pH = 10, allowing it to stand at room temperature for 24 h. When the dosage of CG@HAP was 0.10 g and the adsorption time was 180 min, the adsorption removal rate and adsorption capacity of CG@HAP for 400 mg/L malachite green reached 92.62% and 370.49 mg/g, respectively. The adsorption of malachite green by CG@HAP followed the pseudo-second-order kinetic model and the Langmuir isotherm model. The adsorption of malachite green by CG@HAP was primarily governed by chemical reactions, adhering to the Langmuir monolayer adsorption principle. The maximum adsorption capacity of CG@HAP for malachite green was 386 mg/g. CG@HAP exhibited sustained and efficient dynamic adsorption of malachite green, maintaining a removal rate between 83.52% and 99.96%. CG@HAP proved to be an efficient adsorbent for malachite green, with great potential for application.