The paper presents the results of research on the influence of compaction on the shear strength of fly ash, unburnt and burnt coal wastes, and a composite (a mixture of unburnt coal waste and 30% of fly ash). The tests were carried out in a triaxial compression apparatus on samples with a diameter and height of 10 and 20 cm, respectively. In order to verify usability of the tested waste materials for earthworks, stability calculations of the road embankment made of these materials were carried out. It was shown that the tested materials were characterized by high values of shear strength parameters, which significantly depended on compaction. The most favorable values of the angle of internal friction and cohesion were obtained for the burnt coal waste, slightly lower for the composite, and the lowest for the fly ash. Stability calculations for the road embankment model showed that the slope inclination and the load on the embankment have a significant influence on the factor of safety. It was also shown that a decrease in cohesion causes significant decrease in the factor of safety. The tests and the stability calculations showed that the tested waste materials are useful for earth construction purposes.