In most cases, arsenic is an unfavorable element in metallurgical processes. The mechanism of arsenic removal was investigated through roasting experiments performed on arsenopyrite-bearing iron ore. Thermodynamic calculation of arsenic recovery was carried out by FactSage 7.0 software (Thermfact/CRCT, Montreal, Canada; GTT-Technologies, Ahern, Germany). Moreover, the arsenic residues in dust ash were recovered by roasting dust ash in a reducing atmosphere. Furthermore, the corresponding chemical properties of the roasted ore and dust ash were determined by X-ray diffraction, inductively coupled plasma atomic emission spectrometry, and scanning electron microscopy, coupled with energy-dispersive X-ray spectroscopy. The experimental results revealed that the arsenic in arsenopyrite-bearing iron ore can be removed in the form of As2O3(g) in an air or nitrogen atmosphere by a roasting method. The efficiency of arsenic removal through roasting in air was found to be less than that in nitrogen atmosphere. The method of roasting in a reducing atmosphere is feasible for arsenic recovery from dust ash. When the carbon mass ratio in dust ash is 1.83%, the arsenic removal products is almost volatilized and recovered in the form of As2O3(g).