Buildup of deposit material in chunks on refractory linings caused by combustion of various fuels is a well-known problem. This study characterizes the short-term deposits on refractory material in a grate–kiln process, carried out through in situ measurements using a water-cooled probe with a part of a refractory brick mounted in its end. Sampling was carried out during combustion of both oil and coal. A significant difference in deposition rates was observed; deposition during oil firing was negligible compared to coal firing. The deposits are mainly hematite particles embedded in bonding phase, mainly comprising Si, Al, Fe, Ca, and O. Moreover, it was found that the prevailing flue-gas direction determines the formation of the deposits on the probe and that inertial impaction controls the deposition rate. However, this rate can also be affected by the amount of air-borne particles present in the kiln.