Fine slag (FS) is an unavoidable by-product of coal gasification. FS, which is a simple heap of solid waste left in the open air, easily causes environmental pollution and has a low resource utilization rate, thereby restricting the development of energy-saving coal gasification technologies. The multiscale analysis of FS performed in this study indicates typical grain size distribution, composition, crystalline structure, and chemical bonding characteristics. The FS primarily contained inorganic and carbon components (dry bases) and exhibited a "three-peak distribution" of the grain size and regular spheroidal as well as irregular shapes. The irregular particles were mainly adsorbed onto the structure and had a dense distribution and multiple pores and folds. The carbon constituents were primarily amorphous in structure, with a certain degree of order and active sites. C 1s XPS spectrum indicated the presence of C–C and C–H bonds and numerous aromatic structures. The inorganic components, constituting 90% of the total sample, were primarily silicon, aluminum, iron, and calcium. The inorganic components contained Si–O-Si, Si–O–Al, Si–O, SO42−, and Fe–O bonds. Fe 2p XPS spectrum could be deconvoluted into Fe 2p1/2 and Fe 2p3/2 peaks and satellite peaks, while Fe existed mainly in the form of Fe(III). The findings of this study will be beneficial in resource utilization and formation mechanism of fine slag in future.