This work first transformed hazardous aluminum waste into low-cost MgAl−layered double hydroxide@ANA zeolite (LDHs@ANA) composite for dye wastewater adsorption, which was meaningful for waste recovery and pollution control. Based on this strategy, the Al(OH)3 extracted from secondary aluminum dross (a hazardous waste in the aluminum industry) was used as an aluminum source to synthesize LDHs@ANA composite, which had more excellent adsorption capacity to methylene blue than MgAl−LDHs and ANA alone. The composite consisted of spherical ANA particles uniformly covered with LDH nanosheets, which effectively avoided a large amount of aggregation between nanosheets and increased specific surface areas and pore volumes. The kinetic results indicated that the adsorption process conformed to the pseudo-second-order kinetic model, and the adsorption site was the main factor affecting the adsorption process. The equilibrium studies showed the adsorption process was exothermic, and the Langmuir model best fitted for the adsorption process, with a maximum adsorption capacity reaching 65.27 mg/g. Meanwhile, the effects of pH, adsorbent concentration, initial methylene blue concentration, and adsorption time on the LDHs@ANA were analyzed. Overall, this work provides a fresh concept for the preparation of low-cost adsorbents from aluminum waste.