<p>Thermally modified fly ash (TFA) exhibits potential in adsorbing copper ions (Cu²⁺), offering an effective way to recycle solid waste. However, current research rarely integrates ultrasound-assisted adsorption of Cu²⁺ by TFA with multi-objective optimization and decision analysis. This study introduced ultrasonic-assisted adsorption and carried out adsorption kinetics, adsorption isotherm, and thermodynamic model calculations. Based on the NSGA-II algorithm, the adsorption capacity and removal rate of Cu²⁺ were optimized under the conditions of 40°C, pH = 5, 100 W, and 40 kHz. The results demonstrate that, under identical modification conditions, the ultrasonic-assisted adsorption method significantly enhances the adsorption performance of fly ash (FA) for Cu²⁺. Specifically, at an ash-to-alkali ratio of 3:5, a roasting temperature of 700 °C, and a roasting time of 2 h, the ultrasonic assistance achieved a maximum removal rate enhancement of 2.49-fold compared to the conventional method. The adsorption process conforms to the pseudo-second-order kinetics and Langmuir isothermal adsorption model. Furthermore, the adsorption thermodynamic model reveals that the adsorption process is endothermic and spontaneous. Finally, it was determined through the Taylor diagram that the improved LINMAP method yielded the best results. When the initial concentrations of Cu²⁺ were 20, 50, and 100 mg/L, the residual concentrations were 0.31, 1.29, and 0.46, respectively, all of which were below the Level III standard (2.0 mg/L) specified in the Integrated Wastewater Discharge Standard (GB 8978–1996). The results can provide theoretical and data support for the feasibility of TFA in adsorbing Cu²⁺.</p>