The aim of this work was to obtain high calorific value products from coal fines cleaning wastes by agglomeration with vegetable oils. These residues are mainly being disposed of in dumps, causing important economic and environmental problems. Three Spanish coal fines wastes from different coal cleaning plants were agglomerated with crude and refined sunflower and soybean oils over a wide range of oil concentrations. The response of these fines wastes to agglomeration with the oils, was evaluated by the percentages of coal matter recovery, ash rejection and efficiency index. Speaking in terms of products quality, the best results were attained at the lowest oil concentrations, especially when the refined ones were used. In these cases, the agglomeration with vegetable oils allowed the recovery from coal fines wastes of a ready to burn fine coal fuel.