In this study, a ZSM−5/CLCA molecular sieve was prepared by the hydrothermal method using coal gangue as the raw material and cellulose aerogel (CLCA) as the green templating agent, which not only reduces the cost of traditional molecular preparation but also improves the comprehensive resource utilization rate of coal gangue. Through a series of characterization methods (XRD, SEM, FT-IR, TEM, TG, and BET), the crystal form, morphology, and specific surface area of the prepared sample were tested and analyzed. The performance of the adsorption process of malachite green (MG) solution was analyzed by adsorption kinetics and adsorption isotherm. The results show that the synthesized zeolite molecular sieve and the commercial zeolite molecular sieve are highly consistent. At a crystallization time of 16 h, a crystallization temperature of 180 °C, and an additive amount of cellulose aerogel of 0.6 g, the adsorption capacity of ZSM−5/CLCA for MG was up to 136.5 mg/g, much higher than that of commercially available ZSM−5. This provides an idea for the green preparation of gangue-based zeolite molecular sieves to remove organic pollutants from water. Moreover, the process of adsorbing MG on the multistage porous molecular sieve, which is spontaneous, conforms to the pseudo-second-order kinetic equation and Langmuir isothermal adsorption model.