Serious deposits in the grate-kiln plant for iron ore pellet production can decline pellets quality and reduce production efficiency. The initial stage of deposit formation is crucial for adhesion and growth of deposit on refractories in the kiln. In this study, the simulated experiments of FeO formation indicated that the high FeO content decreased with increasing the roasting time. The effects of combustion efficiency of pulverized coal and Na2O amount on the adhesion on the refractory bricks were experimentally studied using an evaluated method. The results showed that the adhesion on the refractory bricks increased with decreasing the combustion efficiency of pulverized coal and increasing the Na2O content in the deposits. Finally, the mechanism of deposit formation mainly on the center-entrance area in the kiln was summarized as follows: the pulverized pellet powder and coal ash with tmburnt carbon fell into the pores and cracks of the refractory bricks in the kiln. The unbumt carbon and alkali metal chemically reacted with the pellet powder and contributed to the formation of low-melting-point phases (fayalite, silicate), then the generated low melting point phases plus the chemical reactions between the deposits and refractory bricks caused the adhesion of deposits on the refractory bricks. The deposits grew and became thicker as the continuous effects of the above process.