Coal gangue is one of the largest industrial solid wastes, and the application of coal gangue to cement-based materials is an effective way of resourcing the use of coal gangue. The optimum activation temperature of coal gangue was determined by X-ray diffraction (XRD), thermogravimetric-differential (TG-DSC) analysis, and cement mortar strength testing, and then the optimal temperature-activated coal gangue powder (CGP) was mixed into coal gangue coarse aggregate concrete (CGC) as an admixture to form the double-admixture CGC. The compressive strength testing of CGC was carried out by selecting different CGP contents and coal gangue aggregate (CGA) replacement rates as variables. On the microscopic scale, the pore structure of the CGC could be analyzed by the physical adsorption analyzer technique and scanning electron microscopy (SEM). The results indicate that: 1) the optimal activation temperature of raw coal gangue in the Xuanhua Mine, Zhangjiakou, China, is 500°C; 2) with the increased replacement rate of CGA, the compressive strength of CGC indicates a decreased tendency. With the CGP content rise, the compressive strength of CGC increases first and then declines. In the case of total substitution of CGA, selecting 10% CGP to replace cement makes the compressive strength of CGC reach the maximum value; and 3) the chloride penetration resistance property of CGC could be significantly improved by mixing CGP (within 20%) into CGC.