Siltstone is a clastic sedimentary rock, intermediate in composition between sandstones and claystones. A sandstone has large easily visible distinct components, while a claystone's components may only be distinguished with a microscope. A siltstone may have very fine particles but they are still large enough to feel gritty.
Siltstone is often confused with shale. However, shales are characterized by the ability to be easily split into parallel layers.