A new value-added material was developed from wastes to aim for appropriate waste management and sustainable development. This paper reports the valorization of industrial sandblasting operation wastes (SOWs) as new photocatalytic materials. This waste is composed of Fe2O3 (60.7 %), SiO2 (29.1 %), and Al2O3 (3.9 %) as the main components. The high presence of iron oxides was used to develop photocatalytic properties through their thermal transformation into α-Fe2O3. The new product, SOW-T, exhibited a good behavior towards the photochemical degradation of organic dyes. The preparation of advanced photocatalytic materials that exhibit self-cleaning and depolluting properties was possible by the inclusion of SOW-T and TiO2 in a cement-based mortar. The synergy observed between both materials enhanced their photocatalytic action. To the best of our knowledge, this is the first report that describes the use of transformed wastes based on iron oxide for the photochemical oxidation of NOx gases.