In this research, ceramic bricks were produced based on natural zeolite from Tokaj (Hungary) using the dry pressing technique. The microstructure, morphology and properties of the produced samples were examined via scanning electron microscopy, X-ray diffraction and X-ray fluorescence. The X-ray investigation revealed various minerals in the natural zeolite; moreover, the samples’ physical and thermal properties were also investigated. The sintering temperature and composition play a major role in the microstructure and the properties of the prepared ceramic samples. The produced ceramics bricks have excellent thermal insulation and good mechanical strength. The results of this research work confirm the potential use of natural zeolite from Tokaj as an eco-friendly building material.