In the present study, zeolite X (FANaX) was synthesized from coal fly ash (FA) by a two-step high-temperature method. In order to follow the effect of different contaminants in the starting coal ash, zeolite X was also synthesized from pure chemicals according to a classical recipe (NaX). Iron was loaded on this reference zeolite with the amount which was contained in the coal FA. The final catalytic samples were obtained by wet impregnation of Pt nanoparticles on both types of zeolite crystals. The most active samples in the benzene oxidation were the platinum-modified ones and, among them, the Pt-impregnated FA zeolite (Pt FANaX). The comparison of the catalytic activity of Pt FANaX with the reference PtFe NaX zeolite showed a temperature difference of 10 °C in favor of Pt FANaX at 50% benzene conversion. From these results, it can be concluded that FA zeolites are a good, cheaper and environmentally friendly alternative to traditional zeolites, synthesized from pure chemicals, which can be applied in the preparation of catalysts for the purification of gaseous mixtures from harmful organic compounds.