MicroRNAs (miRs) belong to a family of short non-coding endogenous RNAs. Their over-expression correlates with various pathologies: for instance, miRNA-155 (miR-155) is over-expressed upon the development of breast cancers. However, the detection of miRs as disease biomarkers suffers from insufficient sensitivity. In the present study, we propose a protocol for a rapid and efficient generation of magnetic nanoprobes able to capture miR-155, with the aim of increasing its concentration. As a nanoprobe precursor, we first synthesized superparamagnetic iron oxide nanoparticles (SPIONs) coated with covalently attached polyethylene glycol carrying a free biotin terminus (PEG-bi). Using streptavidin–biotin interactions, the nanoprobes were formulated by functionalizing the surface of the nanoparticles with the miR sequence (CmiR) complementary to the target miR-155 (TmiR). The two-step formulation was optimized and validated using several analytical techniques, in particular with Size-Exclusion High Performance Liquid Chromatography (SE-HPLC). Finally, the proof of the nanoprobe affinity to TmiR was made by demonstrating the TmiR capture on model solutions, with the estimated ratio of 18 : 22 TmiR : CmiR per nanoprobe. The nanoprobes were confirmed to be stable after incubation in serum.