The accumulated stock of coal fly ash becomes more and more huge nowadays, and it could result in severe environmental issues. Therefore, developing a facile and environment-friendly approach to dispose the coal fly ash is highly desirable. Herein, a novel process combining a traditional acid roasting treatment and a pre-desilication process by roasting is proposed to efficiently and eco-friendly recycle alumina from coal fly ash. Because of the differences in alkali-digestion properties of alumina and silicon dioxide, the aluminum sulfate was decomposed into alumina, and amorphous alumina transformed into gamma-alumina with the increase of temperature during phase transformation roasting process, while the alkali-digestion property of alumina declined. However, the alkali-digestion property of silicon dioxide in calcines was unchanged with the increase of roasting temperature during roasting process. The digestion ratio of silicon dioxide and alumina were 73% and 0.78%, respectively, under the phase transformation roasting conditions of 950 degrees C and 60 min. This research established foundation for further desilication studies. The digestion ratio of silicon dioxide could be improved by optimizing digestion parameters and the alumina could be recovery from digestion residue by Bayer process. This proposed process here could give an industrial guideline for recovery of alumina from coal fly ash.