With the continuous deterioration of iron ore resources, the sinter returns rate gradually increases, which affects the yield of sinter and increases the production cost of the sintering process. The utilization of excess sinter returns is a common problem faced by the sintering industry. In this paper, the cold consolidation and lock block of sinter returns are used to meet the requirements of furnace, which provide a new way for the utilization of sinter returns. In this paper, the roughness factor (CF) is used to reflect the relative content of coarse particles in the material, and seven groups of sinter returns with different granulometric composition are calculated and designed for cold consolidation and lock block tests, the drop strength and compressive strength of raw aggregates and the compressive strength of finished aggregates are detected, and the effects of different granulometric composition on the cold consolidation performance of sinter returns are studied. The results show that the roughness factor has a significant effect on the quality of cold-pressed aggregates, and when the roughness factor is 40, the sinter returns has the best cold consolidation performance, and the drop strength of the raw aggregates is 28 times/(0.5 m), the compressive strength is 72 N/P, and the compressive strength of the finished aggregates is 2 500 N/P. The SEM results show that the cold-consolidated aggregates with a roughness factor of 40 have a dense structure and low porosity.