AbstractIn this study, foamed ceramics with hierarchical closed‐cell pore structures (HPS‐FC) were successfully prepared using pyrite‐rich cyanide tailing (CT) and fly ash. The formation mechanism of the hierarchical pore structure was analyzed by investigating the influence of the heating rate on both the pore structure and the physical properties of foamed ceramics. The results demonstrate that CT is suitable for the preparation of foamed ceramics due to its low softening temperature and self‐expansion capability at high temperatures. Interestingly, the heating rate significantly affects the pore structure of foamed ceramics prepared from CT. As the heating rate increases from 1 to 4°C/min, a hierarchical pore structure emerges, characterized by gradual alterations in bulk density, compressive strength, and thermal conductivity within the foamed ceramics. Whereas, excessive heating rates (≥6°C/min) result in the generation of abnormally large pores, which deteriorate the mechanical properties of foamed ceramics. The oxidation of FeS2 from CT consumes a large amount of oxygen during heating, which is the primary reason for the formation of the hierarchical pore structure. Therefore, HPS‐FC can be produced from CT by adjusting the heating rate, which combines high strength with good thermal insulation and demonstrates promising applications in prefabricated buildings.