For the development of an efficient and recyclable magnetic biomass-based catalyst, using microcrystalline cellulose and nano-Fe3O4 as ingredients, the magnetic Fe3O4/cellulose (Fe3O4/MCC) solution was prepared by the emulation method, and then the magnetic cellulose/sepiolite composite microspheres (Fe3O4/MCC/SEP) were formed along with the infiltration of sepiolite (SEP) in aqueous mixture solution. The morphology, structure and composition of the prepared Fe3O4/MCC/SEP were characterized by different techniques (SEM, FTIR, VSM, etc.). Subsequently, mechanism and performance of Fe3O4/MCC/SEP microspheres as heterogeneous Fenton catalysts for the oxidative degradation of methylene blue (MB) were analyzed. The results showed that the Fe3O4/MCC/SEP microsphere owed an excellent hollow porous structure and superparamagnetism. When the concentration of MB was10 mg/L, the amount of Fe3O4/MCC/SEP and H2O2 was 0.02 g and 5 mL at pH 3, the degradation rate of MB was as high as 99% at 240 min. Furthermore, the degradation rate of MB remaind 83% capacity after 5 recyclable cycles.