This study compares the workability, mechanical, and thermal characteristics of structural self-compacting lightweight concrete (SCLWC) formulations using pumice aggregate (PA), expanded perlite aggregate (EPA), fly ash (FA), and silica fume (SF). FA and SF were used as partial substitutes for cement at a 10% ratio in various mixes, impacting different aspects: According to the obtained results, FA enhanced the workability but SF reduced it, while SF improved thecompressive and splitting tensile strengths more than FA. EPA, used as a fine aggregate alongside PA, decreased the workability, compressive strength, and splitting tensile strength compared to the control mix (K0). The thermal properties were altered by FA and SF similarly, while EPA notably reduced the thermal conductivity coefficients. The thermal conductivity coefficients (TCCs) of the K0–K4 SCLWC mixtures ranged from 0.275 to 0.364 W/mK. K0 had a TCC of 0.364 W/mK. With 10% FA, K1 achieved 0.305 W/mK; K2 with 10% SF reached 0.325 W/mK. K3 and K4, using EPA instead of PA, showed significantly lower TCC values: 0.275 W/mK and 0.289 W/mK, respectively. FA and SF improved the thermal conductivity compared to K0, while EPA further reduced the TCC values in K3 and K4 compared to K1 and K2. The compressive strength (CS) values of the K0–K4 SCLWC mixtures at 7 and 28 days reveal notable trends. Using 10% FA in K1 decreased the CS at both 7 days (12.16 MPa) and 28 days (22.36 MPa), attributed to FA’s gradual pozzolanic activity. Conversely, K2 with SF showed increased CS at 7 days (17.88 MPa) and 28 days (29.89 MPa) due to SF’s rapid pozzolanic activity. Incorporating EPA into K3 and K4 reduced the CS values compared to PA, indicating EPA’s lower strength contribution due to its porous structure.