Eggshells can adsorb chemicals, but no studies regarding the adsorption of gaseous chemicals using eggshells or eggshell membranes have been reported. The purpose of this study was to apply chemical adsorption using eggshells to the maintenance of human health. Building materials containing eggshells may reduce the concentrations of toxic substances, such as formaldehyde, via the adsorption functions of eggshells. In the bending study, the strength of board-shaped gypsum-containing eggshells was not compromised when the content of eggshells within the gypsum was ≤10%. Compared to those of gypsum boards containing seashells, which comprise calcium carbonate, similar to eggshells, gypsum containing eggshells displayed a higher strength. In the adsorption study, board-shaped gypsum containing eggshells placed inside a sealed box rapidly decreased the formaldehyde concentration. A gypsum board with an eggshell content of ≥5% could limit the formaldehyde concentration to ≤0.08 ppm. Furthermore, the results were compared with those of adsorption studies using plasterboard mixed with other natural materials. Eggshells displayed excellent functionalities as novel formaldehyde adsorbents.