Currently, the amount of man-made waste worldwide is steadily increasing. It is, therefore, necessary to constantly look for effective ways of utilization and recycling. It is also necessary to reduce the use of non-renewable resources and reduce the impact on the environment. The use of coal industry waste is currently quite insignificant, amounting to some 10% of the total volume. The work aimed to study the properties of raw materials and study the processes of structure formation during the forming, drying, and firing of composite ceramic produced using overburden rock and additives. The work’s relevance lies in the need to solve environmental, economic, and technological problems related to the utilization of coal mining waste. Experiments of the past prove the possibility of using the waste coal industry as additives in the production of building materials. The article presents the results of studies of the chemical, mineralogical, and granulometric composition of overburden rock in coal mining. Peculiarities of structure formation during the forming, drying, and firing of ceramic composites based on optimal fractional compositions from coal-mine overburden were revealed. Organic and chemical additives were used for the correction of technological properties and improvement of the quality of finished composite products. The physical and mechanical indices of the obtained composite ceramic samples were determined, the analysis of which revealed that the use of highly mineralized carbonaceous rocks as solid additives provided a 2–2.5-fold increase in the strength of the product, 5.6% reduction in water absorption, and an increase in the product frost resistance by 20–25 cycles. The aluminum oxychloride influence on the physical and mechanical indices of the obtained composite articles was reflected in a reduction in their water absorption from 8.2 to 7.0%, a 10–12% increase in strength in compression, and an increase in freeze–thaw resistance by 30–35 cycles. Research results proved that the composition and properties of coal-mine overburden rock are close to those of conventional clays. With special technological preparation, they can be used for the production of composite ceramic products. This will significantly reduce the cost of bricks, to make up for the shortage of high-grade clay raw materials and improve the environmental situation. Nevertheless, further research into the use of coal-mine overburdens in the composite ceramic material technology is warranted.