The invention discloses a magnesium slag brick added with coal cinder and a preparation method thereof, which is prepared by the following raw materials according to the weight ratio: 60-80 portions of magnesium reducing slag, 10-25 portions of gravel, 1-15 portions of gypsum or/and cement and 5-25 portions of coal cinder. After being steamed for 1-3 hours or placed into water for 1-5 days, the magnesium reducing slag is mixed with other raw material by water and the finishes are produced after compression moulding and drying. The invention that adopts magnesium reducing slag which is resulted from smelting magnesium as main materials, adds proper burden and produces into building bricks, not only reduces environmental pollution of industrial waste residue, but also adds a new material tobuilding construction. The invention has reasonable prescription, easily mastered operation and short production period and the bricks produced with the strength of more than 25Mpa which can reach the standard of Chinese building bricks.