A magnetic core–shell-structured Fe₃O₄@CeO₂ catalyst was prepared by a simple solvothermal method and applied in the solid state for catalytic wet peroxide oxidation (CWPO) of benzoic acid. The obtained catalyst was characterized by N₂ adsorption–desorption, X-ray diffraction (XRD), magnetic measurements, transmission electron microscopy (TEM) and X-ray photoelectron spectroscopy (XPS). The experimental results showed that Fe₃O₄@CeO₂ possessed superior catalytic efficiency for CWPO of benzoic acid than that of Fe₃O₄. The high catalytic activity was caused by a synergistic effect between Fe₃O₄ and CeO₂, which assisted the decomposition of H₂O₂ into hydroxyl radicals (·OH). Fe₃O₄@CeO₂ exhibited low Fe leaching of 4.2 mg L⁻¹, which approximately accounted for barely 0.76% of the total Fe amount in the catalyst. The effects of radical scavengers indicated that benzoic acid was degraded mainly by ·OH attack, which occurred both in the bulk solution and on the Fe₃O₄@CeO₂ surface. In the stability tests, there was loss of merely 4% in the benzoic acid removal rate after six cycles of reaction, and the saturation magnetization of Fe₃O₄@CeO₂ hardly changed, which suggested that the Fe₃O₄@CeO₂ catalyst was fairly effective in reutilization and stability.