Natural radioactive elements such as uranium and thorium restrict the use of red mud as building materials or additives, and may cause environmental problems. The distribution features of U and Th in red mud was studied from micro and macro analysis, using EPMA, LA-ICP-MS, and methods of mineralogy and beneficiation. Based on the micro-area scanning analysis, main chemical compositions in red mud, such as Ca, Al, Si, Na, and K are dispersive while Fe and Ti mainly tend to concentrate in granular phases. Based on the in-situ analysis, the distribution of main elements and most trace elements in micro-zone of red mud was homogeneous. In micro-zone area, the variation tendency of thorium content was similar with Y in red mud samples. By means of the methods of mineralogy and beneficiation, red mud samples were separated into different fractions. U and Th tend to be enriched in the low density fraction of the red mud. Th presented a high concentration in the finest particle size fractions of the red mud. Neither U or Th was regularly distributed in various magnetic red mud fractions. Thorium fingerprint peaks were determined in perovskite by EDX under TEM, which is proposed to be one of the radioactivity sources in Bayer red mud.