A process for producing a low water-absorbing artificial lightweight aggregate, which comprises:granulating a starting powdery material containing coal ash, having such a particle size distribution that a residue on a 297 .mu.m standard wire sieve is not more than 1 wt. %, and 1 to 20 parts by weight of a hydraulic material per 100 parts by weight of said coal ash in the presence of water;curing the resulting granules for a period of not shorter than 20 hours; orheat-treating the resulting granules at a temperature of not higher than 700.degree. C. for a period of not shorter than 30 minutes; and,calcining the granules at a temperature of 1,000.degree. to 1,500.degree. C.