To solve situation of high-sulfur copper slag utilization, an innovative technology was proposed for oxidation roasting with composite agglomerates. The oxidation-roasting process was studied by factage7.3 software. The thermodynamics were calculated about sulfur removal, sulfur adsorption and decomposition. The adsorption of sulfur oxides and microstructure evolution were analyzed via an oxidation roasting experiment and SEM-EDS. The results show that the matte and As_xS_y in the matrix could be effectively removed via oxidation roasting in an oxygen atmosphere; the sulfoxide was adsorbed to produce CaSO₄. The Fe₂SiO₄ decomposition could be realized at suitable roasting temperature and in an oxygen atmosphere. This is helpful for the magnetic separation of iron and silicon. The thermodynamic and experimental results were preliminarily confirmed to be available in the innovative process.