The exploitation of combustible gas and the recycle of solid waste are important measures to respond the national policy of low-carbon development and energy transformation. In this paper, ceramic particle proppant was synthesized by the solid waste material of calcined coal gangue for realizing the efficient exploitation of coalbed methane. By adjusting the synthetic conditions, the mechanical properties of the material were finally strengthened for the efficient exploitation of coalbed methane. The experimental results show that the proper addition of calcined coal gangue can effectively adjust the anti-crushing strength of ceramic proppant, and the lowest crushing rate is 3.66% at 42 MPa and 7.97% at 52 MPa, respectively. After the interfacial corrosion treatment of ceramic proppant, it is found that the uniform distribution of Fe element is conducive to the generation of molten liquid in proppant and structural densification. Moreover, the microstructural stress generated by the gap filling of the α-Fe2O3 particle during the process of grain nucleation and growth. The material structure has been strengthened through the dispersive α-Fe2O3 particle, which significantly improves the mechanical properties and crushing resistance of ceramic proppant.