This study focuses on the extrusion of discarded coal fines from the Highveld coalfield together with recycled lowdensity polyethylene (LDPE) and polypropylene (PP) which are used as binders to produce agglomerates with better handling properties than the coal fines for industrial use. The binder content varied between 5 and 100 wt %. The barrels of the twin screw extruder were kept at a temperature of 220 °C to melt the binders while forcing the mixture through a 10 mm die. The extrudates containing 10% or more binder were strong and homogeneous, while a 5% binder addition proved to be too low to produce homogeneous extrudates. The extrudates containing 10% LDPE and 10% PP showed compressive strengths of 17.5 and 7.9 MPa before breaking, respectively. The rest of the extrudates (>10% plastic addition) did not break but merely flattened as the plastic load increased. The compressive strength of all the extrudates showed no significant difference after being exposed to water. Furthermore, the extrudates absorbed less than 5% water after being submerged for 24 h. Thermogravimetric analysis of the extrudates was conducted under a nitrogen atmosphere up to 900 °C. Three iso-conversional methods, Kissinger−Akahira−Sunose, Starink, and Flynn−Wall−Ozawa, were used to determine the activation energy of the extrudates and raw materials. The lower activation energy and conversion temperatures found for the extrudates indicate a synergy between plastic and coal fines when the extrudates are pyrolyzed. Results from this study suggest that the coextrusion of recycled plastic with coal fines will produce solid carbonaceous fuels with high hydrophobicity, heating value, and high mechanical strength compared to coal fines.