Magnetic Fe3O4 nanoparticles (NPs) were prepared by coprecipitation method. The Fe3O4@PDA nanoparticles (PDA@Fe3O4 NPs) were synthesized by in-situ polymerization of dopamine (DA) on Fe3O4 NPs surface, and then utilized as heterogeneous Fenton catalysts for degradation of methylene blue (MB). The morphology, structure and composition of the samples prepared were characterized by transmission electron microscope (TEM), X-ray diffraction (XRD), Fourier-transform infrared (FTIR) spectra and X-ray photoelectron spectroscopy (XPS). Moreover, the catalytic activity and stability of the Fe3O4@PDA NPs were investigated and the possible catalytic mechanism was also discussed. The conditions were 0.6 M of H2O2 concentration，1.16 mg/L of catalyst dosage, 7.0 of pH and 25 mg/L MB mass concentration. Under the above conditions，the degradation efficiency of MB were only 26% in case of Fe3O4 NPs as catalyst within 2 h, while Fe3O4@PDA NPs exhibit higher catalytic activity with 99% MB degradation efficiency after 30 min. The results suggest that the existence of PDA which has phenol and qunione units in Fe3O4@PDA NPs promoted the cycle of Fe3+ to Fe2+, which induced the higher catalytic activity compared with Fe3O4 NPs. Moreover, Fe3O4@PDA NPs, with an excellent stability, could be reused three times and continue to the cycle reaction after regeneration by reaction with NaBH4.