Coal fly ash, an industrial solid waste product, and natural sand, a commonly available and inexpensive natural material, were used to fabricate ceramic membranes that are both affordable and sustainable. These ceramic membranes were fabricated by the uniaxial compaction technique using a manual hydraulic pressing machine. The effects of various fabrication parameters such as the sintering temperature and the amount of natural sand utilized, on the properties of the resulting ceramic membranes were extensively evaluated. X-ray fluorescence (XRF) analysis of the starting materials confirmed the presence of SiO2 and Al2O3, two key inorganic materials required for the fabrication of ceramic membranes. Heavy metals present in the raw coal fly ash were leached out prior to the fabrication process. The coal fly ash and natural sand were mixed in different proportions and the fabricated ceramic membranes were characterized using Fourier transform infrared spectroscopy (FTIR), Scanning electron microscope (SEM), X-ray diffraction (XRD), Energy-dispersive X-ray spectroscopy (EDS), and Thermogravimetric analysis (TGA). The properties of the optimized membranes were further studied to ascertain their mechanical strength, chemical stability, porosity, water absorption, water permeability, and shrinkage behaviour. The membrane fabricated with 20 wt% sand content and at 1000 °C sintering temperature had pore size of 0.64 µm and 34.7 % porosity, exhibited good mechanical strength (7.71 MPa), and exceptional chemical stability. The membrane also showed a remarkable water permeability of 32.23 L/m2/h. This study showed that natural sand and coal fly ash can be efficiently employed to develop a multifunctional filtration membrane with adjustable properties that can be utilized in water purification.