The penetration behavior of different kinds of coal ash slags into chrome corundum bricks was studied by cup test. As a preliminary attempt, the oxides of Fe2O3 and MgO were added into coal ash to reduce the erosion of refractories. Different cup tests were carried out to study coal slag erosion to the refractories. FactSage was used to simulate the phase diagram of the main chemical compositions in coal ash and in the refractories. Both results agreed with each other. The results show that the elements in coal slag can penetrate into bricks and the penetration deepens with the duration increasing; it is difficult for Fe but easier for Ca and Si to penetrate into bricks; different kinds of melting coal ashes penetrate into refractories differently and the penetration depth of silicon and calcium can be significantly reduced by adding oxides into coal ash.