The coal fly ash (CFA) from a coal gasification plant was used as raw materials for X zeolites synthesis by fusion and hydrothermal method and the ability of CFA-derived zeolites to adsorb CO2 was studied. After characterization of CFA, factors affecting the synthesis of different zeolites from this CFA, i.e., NaOH/CFA weight ratio, crystallization temperature and crystallization time were investigated. X-ray powder diffraction showed that only the experimental conditions corresponding to 1.2 NaOH/CFA, 7 h and 90 °C have led to a mixture composed by NaX and amorphous compounds without the formation of other crystalline structures. This product has a specific surface area of 498 ± 4 m2/g and exhibits a CO2 adsorption capacity of 2.18 molCO2/kg, corresponding to 57% of commercial 13X. Results showed that this feature is directly related to this specific crystalline product and not to other zeolitic forms or to amorphous phases. The design of experiment, named central composite full factorial, was accounted to optimize these synthesis parameters in order to maximize the CO2 adsorption capacity of the CFA-derived zeolites. Thermogravimetry experiments showed that the experimental setting corresponding to 1.4 NaOH/CFA, 80 °C and 7 h has led to a material with an adsorption capacity of 3.3 molCO2/kg, the 86% of commercial 13X. Furthermore, results highlighted that all the examined synthesis parameter are significant for the purpose of improving CO2 adsorption capacity of CFA-derived zeolites but too high values entail the production of more stable and useless (for this purpose) zeolites.