In this study, the research aim is to enhance the activity index of activated coal gangue and study its activation mechanism. The activation process of coal gangue was optimized through orthogonal tests, and the Back-Propagation (BP) neural network model was improved using a genetic algorithm. With the effects of grinding duration, calcination temperature, and calcination duration, the morphological changes and phase transformation processes of coal gangue were studied at the micro and meso levels to clarify the activation mechanism. The results indicated that the effect of calcination temperature on the strength activity index of coal gangue was most significant, followed by grinding duration and calcination duration. The potential activity of coal gangue can be effectively stimulated through mechanical and thermal activation, and the content of potential active minerals in coal gangue powders was also increased. The activation process of coal gangue for the optimal scheme was obtained as grinding at 76 min first and thermal treatment at 54 min at 749 °C. As the thermal activation under 950 °C, some unstable external hydroxyls, and internal hydroxyls in kaolinite from coal gangue were removed, the AlⅥ-O octahedron was destroyed, and kaolinite was transformed into spatially disordered metakaolinite with very high activity.