With the formulation of the Eleventh Five-year Plan, the investment in infrastructure and civil architecture rapidly increases, which promotes the construction industry to reach a peak. In the meantime, under the background of building energy-saving society and reinforcing independent innovation ability, energy conservancy and technical innovation become new topics of the development of construction industry. For this reason, new building material is researched and developed at the right moment and the present new building materials mainly include new wall material, new thermal insulation material, new waterproof sealing material and decoration material. At the same time, the powder grinding technology in our country is developing rapidly and new equipment and products are constantly innovated and produced, which shows vigorous vitality and energy. After materials are finely ground, the increase of their superficial area will cause change of other performances, thus greatly improving the using effect and utilization rate of the materials. ultrafine mill is mainly used for crushing mineral materials in such industries as metallurgy, building material, chemistry and mine, and it is gradually penetrating in the whole industrial departments and high-tech fields and is playing a crucial role in the production of new building materials. Here the application of ultrafine mill in new building materials such as bentonite, gangue and coal ash will be introduced in details here. 1. After being processed by ultrafine mill, bentonite can be used as the suspending agent of alcohol group coating, anti-sand inclusion binder and ceramics color glaze coating in the precision casting industry. 2. After being processed by ultrafine mill, gangue can be used for producing building materials, replacing clay as brick-making raw materials to reduce land excavation. In the brick baking process, the combustible materials containing in the gangue can be used to save coal. In addition, finely ground gangue can replace clay to be used for producing common cement. 3. After being ground by ultrafine mill, the mixture of concrete with coal ash can save plenty of cement and fine aggregate, thus reducing water amount and gradual change of concrete and improving the peace ability of the concrete mixing materials. The application of ultrafine mill technology promotes the technical innovation of building material products, which can not only reduce the construction cost, but protect the environment, making it a new hot topic in the development process of construction industry.