The researches were carried out on three kinds of super-fine magnetite concentrate with nearly 89% of the material being less than 0.044 mm. The results show that the compression strength of roasted pellets increase with the increasing of proportion for minus 0.044 mm, but pellets must be roasted with lower preheating temperature and longer preheating and roasting time. The research work on the changes of porosity of green pellets indicates that the finer the iron concentrate become, the lower porosity pellet get, so the pellet must be roasted at lower preheating temperature to avoid the formation of crusted layer, which deteriorates the compression strength of pellet. The pellet also must be roasted at longer preheating time to compensate the slower oxidization process because of lower porosity of pellet. The research work on the FeO content of pellet indicates that the finer the iron concentrate become, the lower FeO content of pellet attain, so the pellet must be roasted at longer roasting time to guarantee the effective oxidization process.