Coal gangue is the main solid waste produced in coal mining, and the resource utilization of coal gangue has become a popular topic in the industry. It is gradually applied that coal gangue concrete (CGC) prepared by replacing crushed stone with coal gangue in a certain proportion. Further, adding fly ash (FA) to CGC improves not only the performance of CGC, but also the resource utilization rate of coal-based solid waste, and this helps meet low carbon and environmental protection requirements. The effect of FA on the macro performance of CGCs has been investigated extensively; however, only few studies have examined microinterface structure changes, interface transition zone (ITZ) characteristics, and mortar microcharacteristics, which are closely related to the macro performance of concrete. Therefore, exploring the effect of FA on the microstructure performance of CGC has great scientific value and engineering significance. In this study, concrete with a 40% replacement rate of coal gangue, which is widely used in engineering practice, is considered the research object. The effect of 0%, 10%, 20%, 30%, and 40% FA on ITZ thickness, mortar pore structure, and micromorphology of CGC aggregates and the relationship between the microstructure parameters and mechanical properties of concrete are analyzed using microhardness tests, mercury intrusion porosimetry, and scanning electron microscopy. The research results indicate that, (1) with an increase in FA content, the decreasing range of the ITZ thickness of gangue concrete first increases and then decreases, and the total porosity of the mortar area increases, but the proportion of serious damage pores decreases; (2) the thickness of the coal gangue ITZ is smaller than that of crushed stone ITZ, which is attributed to the refinement of FA and the filling of ITZ pores; and (3) FA has a dual improvement effect on the ITZ performance of the gangue concrete and the pore structure of the mortar area. These research results provide a reference for further research on the influence of mineral admixtures on concrete ITZ and theoretical guidance for the modification methods of CGC.