Display omitted •Thermal modification method was used for original copper slag.•Phase transformation of raw copper slag can be favorable for NOx removal.•The active components for NOx removal in modified copper slag was illustrated.•The possible reaction pathway of simultaneous removal of SO2 and NOx was proposed. The high desulfurization capacity has been obtained in the wet process when using industrial waste solids as novel absorbents, however, the high-efficient NOx removal remains as a challenge. Here we report a novel wet method with highly active slurry containing CaO-thermally modified copper slag and KMnO4 oxidant to remove NOx and SO2 simultaneously. We demonstrate a best removal efficiency of 84.4% and 100% for NOx and SO2, respectively. The enhanced efficiency was achieved with 30 wt% CaO and calcinated at 800 °C for 200 min. Interestingly, the NOx removal efficiency was primarily depending on calcination temperature, while CaO dosage and calcination time had an insignificant influence. The increasing NOx removal efficiency could be attributed to the optimized phase structure of copper slag and the higher alkalinity of the slurry. Specifically, the phase structure of the original copper slag was effectively converted by CaO calcination, resulting in a decrease in the contents of Fe(II)-containing substances including Fe3O4, Fe2SiO4, and metal sulfides. Through composition simulation experiments with raw copper slag, Fe2O3, CuFe2O4, and CuO in the modified equivalent were identified to be responsible for the NOx removal. On the contrary, Ca3Fe2(SiO4)3 formed at higher calcination temperatures was detrimental to NOx removal efficiency. With characterizing the modified copper slag samples via XRD before and after reaction along with analyzing the spent solution with ion chromatography (IC), we proposed a corresponding reaction mechanism of simultaneous removal of NOx and SO2.