The environment-friendly cementitious materials with efficient indoor formaldehyde degradation properties (PRCS) were prepared by using slag to supplement the percentage of silica and aluminium in the phosphogypsum (PG)-red mud (RM) system, cement as an activator, and activation through the sulphate component in PG. PG-MnO2, a component of PRCS, was obtained by redox of potassium permanganate with PG as the carrier. The mechanism of formaldehyde degradation on PG-MnO2 was analyzed by catalytic model fitting, the multi-objective optimization of PRCS was achieved using response surface methodology (RSM), and the hydration products and microstructure of PRCS were characterized. The results show that the maximum compressive strength of PRCS can reach 26.02 MPa (7 days) and 35.13 MPa (28 days), respectively. The response surface model can be effectively used to simulate the compressive strength of PRCS since the experimental results of the best fitting ratio are close to the predicted results. PRCS achieves an initial 84 % degradation of formaldehyde through adsorption and surface active sites, and maintains 63 % efficiency after five degradation cycles. Also, there is no risk of heavy metal ion leaching.