The porous metallic iron/carbon (Fe0/C) ceramsites, with virtues of low cost and ‘green’ fabrication, were prepared by direct reduction roasting of magnetite, coal, and paper mill sludge. The X-ray diffraction data revealed that Fe0 was generated in situ by reducing the magnetite at 1,200 °C. Scanning electron microscopy with energy-dispersive X-ray spectroscopy indicated that Fe0 particles, with a size of <10 μm, were highly dispersed on carbon particles to form an integrated anode (Fe0) and cathode (C) structure of microelectrolysis filters. The effects of initial solution pH and Fe/C mass ratio on Cu2+ removal were investigated. The extent of Cu2+ removal increased from 93.53% to 99.81% as initial pH rose from 2.5 to 7.0. The residual Cu2+ concentration was as low as <0.2 mg/L. The highest extent of Cu2+ removal was achieved at Fe/C mass ratio of 6.8:1. The pseudo-second-order kinetic model fitted well for Cu2+ removal by the ceramsite, revealing the chemisorption as a limiting step. The Cu2+ adsorption equilibrium data were well described by the Langmuir isotherm, with a maximum adsorption capacity of 546.45 mg/g at initial pH 3.0.