An important problem, which must be solved, is the accumulation of industrial waste in landfills. Science has an obligation to transform this waste into new products and, if possible, with high added value. In this sense, we propose the valorization of the waste which is generated in the steel lamination process (HSL) through its conversion into a new material with photocatalytic activity which is suitable for use as an additive to obtain a self-cleaning construction material. The valorization of steel husk lamination waste is achieved through a grinding process, which allows the sample to be homogenized, in size, without altering its phase composition, and a thermal treatment that turns it into iron oxide, which acts as a photocatalyst. These residues, before and after treatment, were characterized by different techniques such as PXRD (Powder X-Ray Diffraction), TGA (Thermogravimetric Analysis), SBET (Specific surface area, Brunauer-Emmett-Teller), SEM (Scanning Electron Microscopy) and Diffuse reflectance (DR). MB and RhB tests show that this material is capable of self-cleaning, both of the material itself and when it is incorporated into a construction material (mortar). In addition, the NOx gas elimination test shows that it is also capable of acting on greenhouse gases such as NOx.