Several series of concrete aggregates with different content of steel slag, blast furnace slag, coal gangue and fly ash were prepared. The reasonable ratio of raw materials and process parameters to prepare the aggregates were determined by measuring the water absorption, crush indicators and apparent density of the aggregates. The mineral composition and morphology of the aggregates were analyzed by XRD, SEM and EDS. The results showed the aggregate with about 30% steel slag, 50% slag, 20% gangue, and calcined at 1300°C for 90 minutes had the best performance. The water absorption of the aggregate is about 1.55% which is lower than that of the natural aggregates (about 2.2% on average). Both the crushing index (about 11.39%) and the apparent density (2672 kg/m3) of the aggregate meet the requirements of national standards.