The objective of this work was to study the cold and hot behaviors, that is, cold compressive strength, decrepitation, swelling, compressive strength after heating and efficiency of zinc removal of self-reducing pellets containing coal fines and EAF dust. Pellets with 3 and 5 wt% Portland cement, 12 wt% CaCO3 and without additive were produced. The effect of binder addition on the cold compressive strength was studied during 28 days. For the study of the high temperature behavior, pellets were submitted to thermal cycles with different heating intensities. The best results of cold compressive strength were obtained with 5 and 3 wt% Portland cement due to hydration of components that are contained in this binder. Pellets with Portland cement (3 and 5 wt%), after drying, did not present decrepitation, showing a correlation between the decrepitation, moisture content and mechanical strength of the pellet. Abnormal swelling was observed in pellets submitted to the thermal cycle with lower heating intensity. Such abnormal swelling was due to the growth of whiskers, and as consequence, it was recorded a maximum swelling (higher than 30%). With the gasification of carbon promoted by the release of H2O(g) and CO2(g) from the Portland cement and CaCO3, it was possible to obtain a higher zinc removal as compared to the value obtained with pellets with outadditives, mainly at 1124°C.