In order to integrally recycle urban solid wastes as secondary resource materials, cold bonded lightweight aggregates (CBLAs) comprising 100% wt. solid wastes, including incineration sewage sludge ash (ISSA) and concrete slurry waste (CSW), were produced. This study focused on assessing the feasibility of using ISSA in CBLAs and its improvement on thermal stability; studying the influence of CSW as an alternative binder instead of ordinary Portland cement (OPC); quantifying the benefits of using CO2 curing compared to steam curing; and evaluating the addition of waste wood fine (WF) on the properties of CBLAs. The experimental results showed that the combined use of ISSA and CSW to produce CBLAs resulted in better properties than the one produced with ISSA and OPC; and increasing the CSW content had positive influence on the pellet strength. CO2 curing could help to achieve rapid strength development and lower water absorption of the pellets compared to steam curing. The use of WF increased the porosity of CBLAs, resulting in lower bulk densities and higher water absorption values. In comparison, the CBLAs prepared with ISSA had good thermal stability, and showed more than 30% residual strength after exposure to 800 °C. Additionally, the CO2 cured CBLAs can sequestrate 3.9–7.6% per unit wt. of CO2 during the curing process. •Cold bonded lightweight aggregates were produced with 100% wt. of solid wastes.•Concrete slurry waste was recycled as a cementitious binder for CBLAs.•Accelerated CO2 curing was applied on CBLAs incorporating cementitious waste innovatively.•CBLAs with ISSA had good thermal stability.•CO2 uptake of the produced CBLAs was between 3.9% - 7.6% wt.