This invention discloses a high strength magnesium slag brick and a method of producing the same. The high strength magnesium slag brick is composed of 60 to 80 percent by weight of furnace slag from the reduction process of a magnesium production, 15 to 25 percent by weight of crushed stones and/or pebbles, and 1 to 15 percent by weight of gypsum and/or lime. And the amount of water added to the composition is equivalent to 10 to 40 percent of the total weight of raw materials. The method includes dispensing of raw materials, adding of water, mingling, leaving it piled-up, pressing and molding, steam-bathing and drying to obtain the finished product. Gypsum, one of the raw materials of the slag brick, can be produced from the waste gas generated from the magnesium production process. And, the coal cinder or coal ash generated from the burning of coal in the magnesium production process, can also be used as one of the raw materials of the slag brick. This invention uses massive volume of furnace slag from the reduction process of a magnesium production, and together with aforesaid raw materials, to produce construction bricks, easing the environmental pollution problem on one hand, and introducing a new environmental building material on the other hand. The method of producing high strength magnesium slag brick of this invention is simple and is easy to manage. The raw materials are readily available. The production cycle is shorter than conventional processes. The strength of the magnesium slag brick meets the standard of construction brick. And most of all, it is very environmental friendly and economical.