A method of lining a metallurgical furnace particularly induction furnaces using a form which is placed at a spaced location from the furnace wall comprises filling the hollow space between the furnace wall and the form with a granular and dry refractory material, compacting the material, subjecting the compacted material to a ceramic sintering process by heating it to an intermediate termperature in the range of from about 300* to 800* C. until the material attains a sufficient stability of shape, thereafter removing the form and subjecting the refractory material to a further ceramic sintering process by further heating. A self supporting lining for the metallurgical furnaces comprises a highly compacted and dry structure of a refractory oxide or an oxide mixture to which a dry sintering agent is added and which has been consolidated at a temperature of from between 300* to 800* C.