Fe3O4 nanoparticles were prepared by a co-precipitation method with the assistance of ultrasound irradiation, and then coated with silica generated by hydrolysis and condensation of tetraethoxysilane. The silica-coated Fe3O4 nanoparticles were further modified with 3-aminopropyltriethoxysilane, resulting in anchoring of primary amine groups on the surface of the particles. Horseradish peroxidase (HRP) was then immobilized on the magnetic core-shell particles by using glutaraldehyde as a crosslinking agent. Immobilization conditions were optimized to obtain the highest relative activity of the immobilized enzyme. It was found the durability of the immobilized enzyme to heating and pH variation were improved in comparison with free HRP. The apparent Michaelis constants of the immobilized HRP and free HRP with substrate were compared, showing that the enzyme activity of the immobilized HRP was close to that of free HRP. The HRP immobilized particles, as an enzyme catalyst, were used to activate H2O2 for degrading 2,4-dichlorophenol. The rapid degradation of 2,4-dichlorophenol indicated that the immobilized enzyme has potential applications for removing organic pollutants.