Recently, natural clay minerals and fly ash waste have been widely studied on account of their exceptional physicochemical properties which make them an alternative approach in environmental remediation. Several achievements have been published in recent reports, mainly focusing on the employment of these materials as efficient adsorbents or support materials for photocatalysis and the Fenton process. Notably, the potential of clay minerals and fly ash as efficient catalysts in heterogeneous photo-Fenton oxidation is still in the early stage and rarely reported. With the presence of a significant content of iron oxides, clay and fly ash can serve as an ideal source of iron to promote photo-Fenton reactions. Inspired by this, this work highlights recent advances in the use of clay minerals and fly ash as green catalysts for heterogeneous photo-Fenton degradation of various emerging contaminants. Sources, classification, and physicochemical properties of clay minerals and fly ash as well as their applications for heterogeneous photo-Fenton as dual roles: support materials and main catalysts are systematically reviewed. Emphasis is given to material preparation, reaction conditions, action mechanism, and catalytic performance towards the decomposition of various contaminants (volatile organic compounds, dyes, antibiotics, and bacteria). Last, current research gaps that need to be discussed more deeply in future works are underlined.