This study examined the potential of some shales obtained from different formations in Yazd province to produce Lightweight aggregates (LWAs) as natural materials and without the application of additives. Before heating the samples, the materials’ usefulness for producing lightweight aggregates was examined by detecting the elemental and mineralogical composition of the shale samples. The presence of aluminosilicates and flux content confirmed and met the required conditions discussed by Riley's theory for the bloating process. Among the studied shale samples, Kharanagh shale samples of Kh1 and Kh2 were found to be the most suitable materials to produce highly porous, light and mechanically durable aggregates after heating at the optimum temperature of 1200°C for a heating duration of 10 min. The produced LWAs showed low density (for sample Kh1 equal to 0.7 gr/cm3 which is close to the density of the commercial LECA), low water absorption (quick water absorption indices of 5.35% and 5.48% for samples Kh1 and Kh2, respectively, which are less than one-third of LECA water absorption), porous microstructure (porous like LECA but with smaller pore size), and good mechanical properties (with aggregate impact and aggregate crushing values less than that of LECA and in the range of values suggested for construction aims). It is concluded that the produced LWAs have suitable microstructure, physical and mechanical properties, comparable with the commercial ones, which approve their potential for use as construction materials in lightweight concrete and road surface constructions.