With the rising demand and exhaustion of conventional ores of critical elements, recovery of critical elements from metalliferous coal ash is regarded as a stable alternative source. The recovery procedures of critical elements include preconcentration, activation, extraction, enrichment and purification. Among them, preconcentration of critical elements influence the subsequently extraction efficiency and energy consumption directly. The enrichment characterizations of critical elements vary among different particle size, magnetic, density and host minerals in combustion ash and worthy of further elucidated. The fly ash was collected from a full-scale circulated fluidized boiler in Xinganmeng, Inner Mongolia, China, where the coal contains elevated concentrations of Ga, Ge, and other critical elements. Various physical separations, i.e., particle size, magnetic, and density separations combined with desilicication were conducted to investigate the technical feasibility of physical separations of critical elements from coal ash. The chemical components, mineralogical compositions, and trace element concentrations were measured by XRF, XRD, ICP-MS, respectively. Results show that amorphous glass is the primary component in fly ash (49.8%), the mainly mineral phases are composed of mullite (39.2%), hematite (4.1%), and quartz (5.2%) in the selected fly ash. Critical elements are mainly enriched in amorphous glass, fine particle size (<96 μm), non-magnetic, and moderate density (2.4–2.8 g/ml) fractions. The preconcentration behavior of critical elements are determined by their physico-chemical properties, host minerals, transformation characteristics during combustion. Integrated physical separation combined with desilicication processes are regarded as the promising approach for critical elements recovery from fly ash.