The utilization of coal gasification slag as a resource is a crucial aspect of the sustainable development of the chemical industry. Coal gasification fine slag (CGFS) contains abundant sources of silicon and aluminum, making it suitable for the preparation of high-value zeolite materials. In this study, coal gasification fine slag was utilized as a raw material, and different Si/Al ratios of zeolite were obtained through a graded preparation method using mother liquor cycle technology. Initially, P-type zeolite/carbon composites (P/C composites) with a low silicon-aluminum ratio (5.2) were prepared. Subsequently, high value-added ZSM-5 zeolite with a high silicon-aluminum ratio (156.6) was synthesized. Its crystallinity, purity, and specific surface area surpassed those of commercial ZSM-5 quality. The desiliconization liquid was efficiently circulated to utilize silicon source, sodium source, and water effectively. Finally, solid waste served as raw material for hydrothermal synthesis of nano-ZSM-5 zeolite using the nano seed emulsion addition method. This technical approach achieves "quasi-zero" emission for coal gasification fine slag while synthesizing high-quality zeolite that holds excellent prospects for industrial solid waste treatment.