Coal fly ash is a complex mixture of anthropogenic materials produced during the combustion of pulverised coal in coal fired power plants. They pose environmental concerns that lead to air and water pollution. Effort has been done to reduce the production of coal fly ash or to extract potentially valuable products from coal fly ash, such as cenospheres. Cenospheres are light, low density, thin-walled hollow ceramic microsphere with unique properties. Conventional cenosphere production methods involve the separation of cenospheres from coal fly ash. Due to its small quantities in fly ash (1 % wt.), separation process results in low production of cenospheres. In this work, an attempt by applying a vertical thermal flame (VTF) process is done to produce cenospheres from coal fly ash. Particle size of coal fly ash 63 to 90 μm and 90 to 126 μm are selected to undergo the VTF process. Effect of size of precursor, number of passes through the thermal process, density, morphology and particles size of generated spheres are evaluated. The results show that different sizes of coal fly ash and number of passes through the VTF process affect the morphology of obtained spheres and the overall real density. Further optimization of the VTF process design in terms of heat source and the feeding mechanism are required to increase the transformation of coal fly ash to cenospheres.