Concern for the sustainable management and recycling of solid waste is becoming more visible in all sectors of the economy. This study explores the possibility of using coal ash residue (waste from Kazan CHPP-2) as a substitute for fine-grained aggregate in sulfur concrete. The trend towards an increase in the level of utilization of waste heat power engineering is an important task. The chemical composition, microstructure and mechanical properties, including density, water absorption, compressive strength and thermal conductivity of sulfur concrete, including coal ash with partial and complete sand replacement, were investigated and the results were compared with those for standard cellular concrete. The authors studied modern heat-insulating materials and materials from industrial waste products. The article analyzes the estimated thickness of the insulating material depending on the type of structure. Outside walls made of sulfur concrete, in addition to high strength properties, have high thermal and economic performance.