put haml tags inside link_to helper
The simplest way to do it is by using html_safe or raw functions
= link_to 'Other Page<span class="icon"></span>'.html_safe, "path/to/page.html"
or using raw function (recommended)
= link_to raw('Other Page<span class="icon"></span>'), "path/to/page.html"
Simple as it can get !!
Don’t use html_safe method unless you’re sure your string isn’t nil. Instead use the raw() method, which wont raise an exception on nil.