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This study demonstrates a high-value valorization of blast furnace slag in foamed alkali-activated filters for adsorption applications, using methylene blue as a model compound. The filters were prepared by combining alkali activation of blast furnace slag with direct foaming, followed by curing at 60 °C for 4 h. Five different surfactants were compared for the stabilization of foams. Based on an initial screening, the Triton X-405 surfactant was selected for further studies. The dosages of selected surfactant and H₂O₂ were optimized to obtain compressive strength of 2.59 MPa and specific surface area of 83.3 m²/g for powdered material and 78.31 m²/g for foam pieces. Porosity was determined as 64%, 65%, or 50% by using gas pycnometry, Archimedes method, or X-ray microtomography, respectively. The optimized filter mix design was applied for methylene blue removal in continuous column experiments at two influent concentrations (5 and 10 ppm) by using constant empty-bed contact time of ~9 min (flowrate of ~1 L/h). After 6 h, for both influent concentrations, the dye removal was still 74%, with the initial removal of ~100%. The saturated filter could be regenerated by a thermal treatment resulting improved adsorption performance. When the material was employed as powder, the maximum adsorption capacity was 60.35 mg/g according to the Langmuir isotherm (R² = 0.99) and adsorption kinetics followed the pseudo-second order model. The results demonstrate preliminarily that porous filters prepared in this study have potential to be used in industrial wastewater treatment.