The search for answers to the environmental challenges is one of the obligations of the current society. Therefore, the optimisation of natural resources and the minimisation and revaluation of waste should be present in any activity. These purposes should be included in both the construction and energy sectors owing to the large amount of resources consumed and of pollutants and waste generated by them. The present work carries out a feasibility study of the use of fly ash from coal-fired power plants as a filler for self-compacting concrete (SCC). This kind of fly ash does not meet the compliance criteria determined by the regulations, and thus, it is non-conforming fly ash (NCFA). The dual objective of this work is the optimisation of a natural non-renewable resource and the recovery of waste, which should achieve the qualification of end of waste before being used as a by-product. For this purpose, a comparative study of three mixes is performed, namely, SCC-1 with commercial siliceous filler (SF) (SCC reference), SCC-12 with a mix 1:1 by volume of SF and NCFA, and SCC-2 with NCFA. All the mixes showed good self-compactability. The analysis of the relevant parameters, i.e., apparent and dry density, open porosity, mercury intrusion porosimetry, absorption of water by immersion, and capillarity, has been significant to know in depth the durability of the mixes.