The invention provides a steaming-free and baking-free brick and a preparation method thereof, and belongs to the technical field of building materials. According to the method, reduction and recycling of the natural gas water-based drilling solid waste are realized; coal ash is fine ash in smoke generated after coal combustion, a large amount of cement and fine aggregate are saved by doping the coal ash, the water consumption is reduced, the workability of a mixed slurry is improved, the pumpability of the mixed slurry is enhanced, creep of the mixed slurry is reduced, hydration heat and heatenergy expansibility are reduced, and the impermeability of the steaming-free and baking-free brick is improved. The modifiability of the steaming-free and baking-free brick is improved; the cement is used as a cementing material, is powdery, and is mixed with a proper amount of water to form plastic slurry, the slurry can be changed into hard stone-like bodies through a physical and chemical process, the granular material can be cemented into a whole, and the cement can be better hardened in water to maintain and develop the strength; the desulfurized gypsum is used as a sulfate activator, plays a role of an accelerant, and can directly and indirectly enhance the strength of the steaming-free and baking-free brick.