Steel slag and waste clay brick are two common solid wastes in industrial production, and their complex chemical compositions pose challenges to the production of traditional alumina silicate ceramics. To investigate the influence of steel slag and waste clay brick on the performance of CaO–SiO2–MgO ceramic materials, this study examined their effects on the mechanical properties, crystal composition, and microstructure of the ceramics through single-factor experiments. The results demonstrate that when keeping the dosage of waste clay brick and talcum powder constant, a 43% dosage of steel slag yields optimal performance for the ceramic materials with a modulus of rupture of 73.01 MPa and a water absorption rate as low as 0.037%. Similarly, when maintaining a constant dosage of steel slag and talcum powder, a 41% dosage of waste clay brick leads to superior performance of the ceramic materials, with a modulus of rupture reaching 82.17 MPa and a water absorption rate only at 0.071%. Furthermore, when keeping the dosage of steel slag and waste clay brick constant, employing a talcum powder dosage of 24% results in excellent performance for the ceramic materials with a modulus of rupture measuring 73.01 MPa while maintaining an extremely low water absorption rate at only 0.037%. It is noteworthy that steel slag contributes to akermanite phase formation while talcum powder and waste clay brick contribute to diopside phase formation.