Ultrafine, highly active coal gasification slag (HCGS) was produced via a sustainable, green dry-ball-milling method. Coal gasification fine slag (CGS), a potential environmental pollutant, was used as a new source of rubber filler without pre-treatment, enabling waste utilisation. HCGS was added to styrene-butadiene rubber (ESBR) composites, and the effects of HCGS and the filler content on the mechanical and thermal stabilities of SBR were evaluated. The procedure conforms to important green metrics, requiring no solvent or additional reagent, or solvent-assistance for product collection. HCGS reduced the scorch time (t10) and curing time (t90) of the filled ESBR composites relative to those of pure SBR and improved the mechanical parameters. The tensile strength at 50 phr reached 10.91 MPa, and the tear strength at 90 phr reached 64.92 kN/m, corresponding to 9.4- and 3.92-fold increases relative to that of SBR filled with HCGS, respectively. HCGS exerted a reinforcing effect on ESBR, comparable to that of commercial carbon black (CB) N330. HCGS improves the binding between rubber molecules and filler particles and captures the rubber chain, thereby limiting its movement. HCGS is potentially applicable as a CB substitute in the rubber industry, with environmental and economic benefits in the disposal of CGS.