The invention discloses a method for preparing an anti-freezing abrasion-resistant baking-free brick by hematite tailings-slag-phosphate tailing sand. The method includes the steps: drying steel slagand slag in a baking oven, placing mixture into a ball grinder to grind the mixture into ultra-fine powder, placing steel slag powder, slag powder, limestone powder and phosphogypsum into a cement mortar stirrer to dryly stir mixture, adding water to wetly stir mixture, and adding phosphate tailing sand to stir mixture to prepare a slag-phosphate tailing sand mixed material; adding hematite tailings, aggregate and cementing materials into the cement mortar stirrer to dryly stir mixture, adding additives, water, pretreated glass fibers, modified steel fibers and the slag-phosphate tailing sandmixed material to wetly stir mixture, adding the stirred material into a stainless steel die, setting forming pressure on a microprocessor control electric-liquid pressure tester, performing pressingformation, setting steam-cure temperature and wet and heat curing, and naturally curing to prepare the baking-free brick. The baking-free brick has excellent permeability resistance, freezing resistance, abrasion resistance, softening resistance and alkali resistance.