Shaped bodies containing particulate iron materials, such as cast pellets, briquettes and the like, with sufficient strength to withstand temperatures of up to at least 1000° C. can be obtained by using a fully hydrated high-alumina cement as the binder. The strength of the pellets at elevated temperatures can be further enhanced by adding small amounts of bentonite, silica fume or other suitable supplementary cementing materials, and super plasticizer. The iron particulate materials, typically having a size range of from about 0.01 mm to 6 mm, include ore fines, sinter fines, BOF and EAF dusts, mill scale, and the like. Powdered carbonaceous material, such as ground coal or coke, may also be added to the pellets. The shaped bodies are suitable for use in blast furnaces, basic oxygen furnaces, and in DRI processes.