Fe2O3-assisted pyrolysis has been demonstrated to be a cost-effective thermal desorption (TD) technology. Lurgi-Thyssen dust (LTD) is a type of steel slag waste that contains a large amount of Fe2O3. In this study, to reduce energy consumption, LTD was added to contaminated soil to evaluate the feasibility of enhancing the TD removal efficiency of di-(2-ethylhexyl) phthalate (DEHP). The DEHP removal rate increased by 22.39% after adding 2% LTD at 200 °C for 20 min. Because of the catalytic pyrolysis of LTD, DEHP was pyrolyzed to form three types of short-chain esters: mono-(2-ethylhexyl) phthalate (MEHP), di (2-methylbutyl) ester, and methyl 2-ethylhexyl phthalate. The pyrolysis products of DEHP were less toxic and did not affect soil reuse. When the DEHP removal rate was 87.10%, LTD addition decreased the temperature and residence time of TD and alleviated the effect of TD on the soil physicochemical properties. Additionally, the desorption of DEHP from soil fitted the pseudo-second-order kinetic model well. Thus, the addition of LTD to contaminated soil enhanced the efficiency of TD remediation. Moreover, this study could provide a practical and economical strategy for LTD reuse.