Porous FeAl-based intermetallics with different nominal compositions ranging from Fe–40 at% Al to Fe–60 at% Al are prepared by a novel process of thermal explosion (TE) mode. The results show that the Al content significantly affects the combustion behavior of the specimens, the ignition temperature of the Fe–Al intermetallics varies from 641 to 633 °C and the combustion temperature from 978 to 1179 °C. The porous materials exhibit uniform pore structures with porosities and average pore sizes of 52–61% and 20–25 µm, respectively. The TE reaction is the dominant pore formation mechanism regardless of the alloy composition. However, differences in the porosity and average pore size are observed depending on the Al content. The compressive strength of porous Fe–Al intermetallics is in the range of 23–34 MPa, duly applied as filters. Additionally, a surface alumina layer is formed at the early stage and both of the oxidation process and the sulfidation process follows the familiar parabolic rate law in the given atmosphere, exhibiting excellent resistance to oxidation and sulfidation. These results suggest that the porous Fe–Al intermetallics are promising materials for applications in harsh environments with a high-temperature sulfide-bearing atmosphere, such as in the coal chemical industry.