Ceramic membrane filters based on industrial by-products can be considered to be a valorization alternative of phosphate mine tailings, even more so if these ceramic membranes are used in the industrial wastewater treatment due to their good mechanical, chemical, and thermal resistance. The depollution of textile industry rejections with this method has not been studied in detail previously. In this work, ceramic membrane filters have been manufactured from natural clay and phosphate mine tailings (phosphate sludge). Blends of the abovementioned materials with a pore-forming agent (sawdust, up to 20 wt. %) were investigated in the range 900-1100 ◦C using thermal analysis, X-ray diffraction, scanning electron microscopy, and mercury porosimetry. Ceramic properties were measured as a function of firing temperature and sawdust addition. Filtration tests were carried out on samples with advantageous properties. The results showed that gehlenite together with diopside neoformed from lime decomposed carbonates and breakdown products of clay minerals, while calcium phosphate derived from partial decomposition of fluorapatite. Both quartz and fluorapatite resisted heating. The results of the experimental design showed that the variations of physical properties versus processing factors were well described by the polynomial model. Filtration results are quite interesting, allowing these membranes to be used in industrial effluent treatment.