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Gob-side entry retaining (GSER) is a popular no-pillar mining technology that can increase coal recovery rate. We propose the application of high-strength lightweight (HSLW) concrete to construct the gob-side support body (GSSB) in NO. 411 inclined working face of Jingang Coal Mine. Firstly, the mechanical model of retained roadway was established, and the calculation for limit angle of GSSB stability and support resistance was mathematically derived. Using the performance test, the optimal proportion of LC50 concrete was determined as follows: the water-binder ratio was 0.3; the silica fume dosage was not more than 10%; the fly ash dosage was 10–20%; and the sand ratio was 0.45–0.50. Based on theoretical deduction and laboratory analysis, the width of GSSB was obtained to be 0.75 m, and the optimal arrangement of concrete blocks with “two longitudinal and one horizontal, crisscross, and staggered joints” was determined. FLAC3D software was used to study the influence of different widths and material strengths on the surrounding rock deformation and verify the reasonable width and strength of the designed GSSB. Finally, field monitoring of retained roadway shows that the deformation is controlled in a small range, and the retained roadway effect is better, thus proving the feasibility of HSLW for constructing the support body for GSER. Our findings can serve as a theoretical guide for safety and effective implementation of HSLW as GSSB.