Recycling rare earth elements (REEs) from coal fly ash by conventional acid leaching may generate large amounts of harmful waste acid, and the obtained acid residues have low utilization value. Accordingly, a green non-acid leaching approach for REE recovery and Al-rich residue production from high alumina fly ash (HAFA) was developed based on the alkali pre-desilication enhanced mechanochemical extraction process. REEs mainly existed in the chemically stable amorphous aluminosilicate glass phase of HAFA, which hindered the leaching of REEs. Thus, NaOH solution (150 g/L) was used to dissolve the glass phase and release REEs from the glass phase under a mild condition (80 °C, 2 h). The released REEs could be easily extracted by green EDTA during the mechanochemical extraction process. The extraction rates of La, Ce, Pr and Nd were about 82.03–88.71%, and valuable Al-rich residue (68.23% Al2O3 content and 2.51 Al/Si ratio) can be obtained when the mass ratio of the pre-desilication residue to EDTA, milling time, rotary speed, and liquid-solid ratio were 2:3, 2 h, 500 rpm, and 0.8, respectively. The used EDTA and REEs in the extracted solutions can be recycled by pH adjusting and organic solvent extraction. Thus, this study provides a new idea for green and high-value utilization of HAFA.