Aggregates are used in concrete for a very specific purpose. The use of coarse and fine aggregates in concrete provides significant economic benefits to the final cost of concrete since they are the least expensive materials used in concrete and generally make up about 60 to 75 percent of the volume of concrete mixture. Additionally, the use of aggregates provides volume stability to the hardened concrete. Most of the aggregates used in concrete are obtained from small-size natural gravel or crushed stone from quarry rock, boulders, cobbles, or large-size gravel. However, the availability of the aggregates is very scarce, or even unavailable in some areas. Under the situation, the replacement for these natural aggregates is becoming increasingly urgent due to the rapid construction project in recent years. This paper mainly focuses on the manufacturing process of artificial lightweight aggregates using pelletizer and curing that has been done with cold bonded technique. The properties of these aggregates have been tested and compared with natural gravel and the study shows that cold-bonded artificial lightweight aggregates can be used as an aggregate replacement material in concrete. The strength and density of concrete made from cold-bonded artificial lightweight aggregates and natural gravel were also studied in which the result confirms that cold-bonded artificial lightweight aggregates in concrete reduces the compressive strength but meets the required strength to be used as a structural material as required by ACI 318 Code.