In this work, kaolin processing waste (KW) and columbite–tantalite waste (CTW) from mining activities were used to manufacture sustainable self-supporting ceramic membranes using the freeze-casting technique. The wastes were characterized, and formulations using only wastes were developed. Gelatin was used in the freeze-casting as a processing aid to avoid dendritic or lamellar pores. The membranes were sintered at different temperatures (1100 °C, 1200 °C and 1300 °C) and analyzed by X-ray diffraction, scanning electron microscopy, flexural strength measurement, and mercury porosimetry. The flux through the membranes was measured using a gravity-driven dead-end filtration system. The membranes containing 80% KW and 20% CTW sintered at 1200 °C showed high porosity (59%), a water permeate flux of 126.5 L/hm², and a mechanical strength of 1.5 MPa. Filtration tests demonstrated effective turbidity removal (>99%) for synthetic water consisting of tap water and bentonite, reaching 0.1 NTU. The use of mining waste has shown considerable promise for the development of sustainable and affordable membranes for water treatment applications.