This study presents a comparative evaluation of natural clays from the Koksay (K-Cl), Shemolgan (S-Cl), and Uzynagash (U-Cl) deposits in the Almaty region of Kazakhstan, followed by a detailed investigation of the firing behavior of K-Cl. The raw materials were characterized in terms of physical and technological properties, particle-size distribution, and chemical composition. The three clays exhibited similar oxide compositions dominated by SiO₂ (62.81–63.41 wt.%), Al₂O₃ (13.57–13.77 wt.%), and relatively high CaO contents (10.38–10.94 wt.%). K-Cl was selected for firing at 1050, 1100, and 1150 °C based on the combined raw-material screening results. Limited densification occurred at 1050 and 1100 °C. Firing at 1150 °C increased the fired density to 2221 kg/m³, linear shrinkage to 10.10%, and compressive strength to 54.21 MPa, while water absorption decreased to 3.9%. XRD analysis revealed substantial reorganization of the crystalline assemblage, including an increase in the relative contribution of hedenbergite from 28% to 50% between 1100 and 1150 °C. SEM–EDS observations showed the development of a more consolidated microstructure at the higher firing temperature. Overall, the results indicate the potential of K-Cl as a local raw material for dense fired construction ceramics and identify 1100–1150 °C as a promising range for further optimization of the firing conditions.