The feasibility of producing Direct Reduced Iron from cold-bonded self-reducing composite pellets made from Anglo American Kumba Iron Ore Sishen upgraded slimes was considered on laboratory scale. Composite pellets were made by mixing Sishen upgraded slimes, coke and different binders using a pelletizing disc by addition of moisture. Binders investigated were dextrin, carboxymethylcellulose, calcium-lignosulphonate and combination of dextrin and bentonite. Dry strengths in excess of 300 N /pellet were attained by curing the pellets under ambient conditions. Dry strength of composite pellets increased with increase in binder quantity and decreased with increase in coke quantity. The composite pellets reduced within 20 minutes to degrees of metallisation in excess of 90 % at 1100 oC, with decrepitation indices significantly below 5 %. The degree of metallisation of composite pellets increased with an increase in reduction temperature (from 1000 to 1100 oC), reduction time (20 vs. 40 minutes) and coke quantity (15 vs. 20 wt. %). Carboxymethylcellulose was identified as the most economical and suitable binder for the Sishen upgraded slimes.