Red mud (RM) is a caustic waste product of alumina industry. A laboratory study was conducted to investigate the removal of hydrogen sulfide (H2S) gas using RM at ambient conditions. Red mud was characterized before reaction and after reaction by using XRD, BET, SEM/EDX, TG–DSC, FT-IR, and CHNS. The XRD and EDX data confirmed that the H2S was removed in the form of FeS2, FeS, CaSO4·2H2O, sulfur, sulfide, and bisulfide of Na. During the sulfidation reaction, the color of some RM changes from red to black, indicating that iron oxide was converted to iron sulfide. The black color in this case was an indicator of mineral sulfide compounds which indicated that some H2S sorption and removal occurred. The removal capacity of sulfidic filtrate was higher as compared to the sulfidic red mud as revealed by thermogravimetric and EDX analysis.