When the natural zeolite ceramsite (NZC) is added to cellular concrete, using the natural-zeolite powder as a gas carrier, natural-zeolite ceramsite cellular concrete is formed. It is a new type of concrete. Its compressive strength at 28 days is 12–14 MPa, while its density is 900–1000 kg/m3. It has a double capillary structure of cellular concrete and ceramsite. The NZC absorbs water and its capillaries are full of water when the concrete is mixed. But after concrete hardening, the capillaries in the NZC undergo ‘self-vaccumization’ owing to dehydration, so that the adhesion between the ceramsite and cellular concrete is increased.