A combination of conventional and un-conventional methods is here used to assess the physical-mechanical properties of some alkaline activated pastes and mortars. The latter were purposely synthetized by using Etna ashes as precursor, whose suitability in the alkaline activation process has been ascertained by previous studies. Additionally, the potential reuse of the huge quantities of pyroclastic deposits released into the atmosphere during explosive volcanic eruptions represents an ambitious challenge for the local communities, other than being part of the “Ecological transition” topic promoted by the European Community. The physical-mechanical characterization of the experimental materials has been carried out by using: capillary water absorption test, infrared thermography (IRT), accelerated ageing test by salt mist, uniaxial compressive strength and drilling resistance test. The data obtained for pastes and mortars have been compared to each other and also with traditional materials commonly used in the building sector. The experimental results displayed a strong correlation between the rate of heat dispersion and the microstructure of the samples. In detail, the pastes show a more compact structure than mortars, which is responsible for a slower heat release and a lower capillary water absorption rate, as well as a better mechanical performance. IRT, used for the first time on these materials, revealed a high potential in providing feedback on other physical-mechanical features of alkali activated materials, commonly derived by using destructive methods.