Modifying the loess foundation effectively solved the deformation and settlement of the building foundation and improved its stability. However, burnt rock-solid waste was often used as filling material and light aggregate, while there were few studies on the engineering mechanical properties of modified soil. This paper proposed a method of burnt rock solid waste-modified loess. Therefore, we conducted compression-consolidation and direct shear tests on burnt rock solid waste-modified loess under different burnt rock contents to explore its improved loess’s deformation and strength characteristics. Then, we used an SEM to investigate the modified loess’s micro-structures under different burnt rock contents. The results showed that as the burnt rock-solid waste particle content continued to increase, the void ratio and compressibility coefficient of the samples with different ranges of burnt rock-solid waste particles gradually decreased with rising vertical pressure, while the compressive modulus increased first, then reduced and then increased with the increase of vertical pressure; the shear strength indexes all showed an increasing trend with the increased content of burnt rock-solid waste particles; when the content of burnt rock-solid waste particles was 50%, the compressibility of mixed soil was the lowest, the shear strength was the largest, and the compaction effect and shear resistance were the best. However, when the content of burnt rock particles was 10–20%, the shear strength of the soil improved significantly within the content range. The mechanism of burnt rock-solid waste to enhance the strength of the loess structure was mainly to reduce the porosity and average area of soil, significantly improve the strength and stability of mixed soil particles, and thus significantly improve the mechanical properties of soil. The results of this research will provide technical support for safe engineering construction and geological disaster prevention and control in loess areas.