Asphalt mixtures have certain microwave-induced self-healing performance, but the self-healing process is relatively slow. Wave-absorbing fillers can be added to enhance the microwave absorption capacity of asphalt mixtures, thereby accelerating the self-healing process. In this paper, coal gasification slag was used as a wave-absorbing filler to prepare asphalt mixtures. The microwave-induced self-healing performance and mechanism of asphalt mixtures with coal gasification slag were investigated. The results show that the microwave heating rate of asphalt mixtures with 50% and 100% (mass fraction) replacement of coal gasification slag increases by 23.1% and 53.8%, respectively, compared with that of ordinary asphalt mixture. Coal gasification slag can significantly improve the dielectric properties of asphalt mixtures. Under microwave radiation, coal gasification slag can convert more electromagnetic energy into thermal energy, which in turn induces the occurrence of self-healing process in asphalt mixtures. The self-healing performance of asphalt mixtures with coal gasification slag is significantly better than that of ordinary asphalt mixtures. After 90 s of microwave heating, the self-healing efficiency of asphalt mixtures with 50% and 100% replacement of coal gasification slag is 2.59 times and 3.36 times higher than that of ordinary asphalt mixtures, respectively. The addition of coal gasification slag also significantly improves the damage level of asphalt mixtures after healing, resulting in superior self-healing performance.