Increasing amounts of man-made soils in environmentally sensitive areas make it necessary to consider their characteristics and functions in the environment. Unlike natural soils, which develop over long periods, anthropogenic soils are newly formed. Their behavior and engineering properties may differ from those of natural soils. Slags from power plants are anthropogenic soils and waste products from coal combustion in power stations. This material consists of grains that are too large to pass into the fly ash fraction, accumulating under the grate at the bottom of the furnace. Slag grains have a sharp-edged shape, and their size usually corresponds to the fraction of medium sand and gravel. The paper presents the results of the compactibility and shear strength of combustion slag (CS) from the Siekierki Power Station, Warsaw, Poland, to assess its suitability as a soil material for embankments, road foundations, or leveling works. To find the best moisture levels for incorporating this material into road substructures, the Proctor method was used to determine the highest soil skeleton density. Consolidated drained triaxial compression tests evaluated the CS’s internal friction angle and specific cohesion. Warsaw combustion slag’s very good mechanical properties compared with natural aggregates attest to its viability as a valuable resource in the construction sector.