Adsorbent materials for the control of dye pollutants in water were synthetized from stainless steel slag (SSS) using different acid-base treatments. Using HCl (SS-Cl) and HNO3 (SS-NO3) produced high-capacity adsorbents, with BET areas of 232 m2/g and 110 m2/g respectively. Specifically, the SS-Cl had a structure of amorphous silica sponge. Treatment with H2SO4 (SS-SO4) did not enhance the adsorption capabilities with respect to the raw sample (SSS). Activated carbon (AC) was also tested as reference. The materials were characterized by X-ray diffraction (XRD), X-ray fluorescence (XRF), N2 adsorption-desorption isotherms, scanning electron microscopy (SEM), energy dispersive X-ray analysis (EDX) zeta potential, and infrared spectroscopy (FTIR). Batch adsorption experiments with methylene blue (MB) showed that the maximum sorption capacities were 9.35 mg/g and 8.97 mg/g for SS-Cl and SS-NO3 at 240 h, respectively. These values, even at slower rate, were close to the adsorption capacity of the AC (9.72 mg/g). This behavior has been attributed to the high porosity in the range of nanopores (0.6–300 nm) and the high-surface area for both samples. Preferential involvement of certain functional groups in the adsorption of dye ions on their surface indicative of chemisorption has been found. Although optimization, repeatability, and reproducibility of the process and environmental assessment have to be done before practical applications, these preliminary results indicate that application of these cost-effective adsorbents from raw SSS may be used in water pollution treatment and contribute to the sustainable development of the steel manufacturing industry.