The use of waste materials has gained attention as a sustainable approach in various industries. Cigarette waste, which is typically discarded as a non-recyclable material, poses a significant environmental challenge due to its toxicity and slow decomposition rate. However, by incorporating this waste into ceramic bricks, new approaches for waste management and resource utilization are explored. This research work provides a detailed evaluation of the possibility of utilizing natural zeolite tuff incorporated with cigarette waste to produce sustainable ceramic bricks. Uniform powders are produced by milling various combinations of zeolitic tuff and cigarette waste using a planetary ball mill. The substitution ratios ranged from 0% to 12% by weight of the zeolitic tuff, with increments of 2%. Ceramic discs were formed by dry pressing and then subjected to sintering at different heat treatment temperatures (950–1250 °C). The impact of the inclusion of cigarette waste on the microstructural and technical features of zeolite tuff-based ceramic bricks has been thoroughly investigated. The results of the experiments demonstrate that incorporating cigarette waste into the development of ceramic bricks leads to improved thermal insulation properties, with thermal conductivity ranging from 0.33 to 0.93 W/m·K. Additionally, these bricks exhibit a lighter weight in a range of 1.45 to 1.96 g/cm3. Although the inclusion of cigarette waste slightly reduces the compressive strength, with values ranging from 6.96 to 58.6 MPa, it still falls within the acceptable range specified by standards. The inclusion of cigarette waste into zeolite tuff is an innovative approach and sustainable practice for reducing energy consumption in buildings while simultaneously addressing the issue of waste disposal and pollution mitigation.