The paper presents a brief study of fly ash lightweight aggregate concretes with aggregate obtained from fly ash of coal-fired thermal power plants. The research analyzes the cold-bonded fly ash aggregate from the Novosibirskaya GRES Thermal Power Plant (Novosibirsk, Russia). The paper experimentally investigates bulk density, water absorption, bulk crushing resistance, resistance to freezing and thawing. The experimental study shows that the water absorption of the coarse aggregate reaches 6.1%, while a cylinder compressive strength of aggregate accounts for 6.2 MPa. The obtained characteristics show that the analyzed aggregates can be effectively used in lightweight structural concrete.