Coal gangue is a solid waste with low carbon content discharged during the course of the coal mining process. The resource utilization of coal gangue could solve environmental problems caused by its excessive production, such as soil contamination and land occupation. This study proposed to produce high-strength thermal insulation bricks using coal gangue as the primary material and three other mineral powders as auxiliary materials, including K-feldspar, CaCO₃ and fly ash. A systematic analysis was conducted to explore the optimum raw material addition ratio and optimum sintering temperature; then, the intrinsic structure of thermal insulation bricks and their sintering formation mechanisms were revealed. The results showed that the optimal ratios of coal gangue, K-feldspar, CaCO₃ and fly ash were 65 wt%, 15 wt%, 10 wt% and 10 wt%, respectively; the compressive strength of the thermal insulation brick produced under this ratio was 22.5 MPa; thermal conductivity was 0.39 W m⁻¹ k⁻¹. During sintering processes, mineral powders sufficiently fused to form a skeleton, and the CO₂ derived from CaCO₃ formed pores. The optimum sintering temperature was 1150 °C, because at this temperature, K-feldspar had the best effect in promoting the conversion of CaCO₃ to Ca-feldspar. The high level of the relative crystallinity of Ca-feldspar (about 76.0%) helped raise the Si–O network’s polymerization degree (NBO/T = 1.24), finally raising the compressive strength of thermal insulation bricks. The innovative method of using coal gangue to make thermal insulation bricks not only solved the environmental pollution caused by coal gangue but also provided excellent construction materials with high practical application value.