The invention relates to a Bayer process for producing alumina by using a waste material in a power plant instead of lime milk. The process comprises steps of red mud separation and fine filtering, wherein a filter aid is added into sodium aluminate coarse liquid obtained after the red mud separation is performed to perform the fine filtering, is a mixture formed by uniformly mixing power plant desulfurization ash, electric dust collection ash powder and boiler ash in a mass ratio of (1-3):(2-7):(3-10), and is added in an amount which is 0.1 to 0.5 percent based on the weight of the sodium aluminate coarse liquid. In the process, the waste material produced by the power plant is used for replacing the conventional filter aid, namely the lime milk, the disruptive innovation is made, the waste material is utilized, investment is not required to be increased, energy saving and emission reducing effects and environment friendliness are achieved, and the production cost of the finished alumina product is effectively reduced.