A facile approach has been developed to synthesize Fe3O4/PMG (poly (N,N'-methylenebisacrylamide-co-glycidyl methacrylate)) core/shell microspheres using distillation-precipitation polymerization. Treating PMG shell with iminodiacetic acid (IDA) and Ni2+ yields composite microspheres of Fe3O4/PMG/IDA-Ni2+. The Ni2+ ions loaded on the surface of microspheres provide abundant docking sites for immobilization of histidine-tagged proteins. The high saturation magnetization of Fe3O4/PMG (23 emu/g), determined by vibrating sample magnetometer (VSM), allows an easy separation of the microspheres from solution under an external magnetic field. The composite microspheres were used to purify two His-tagged cellulolytic enzymes (Cel48F and Cel9G) directly from crude cell lysates with high binding affinity, capacity, and specificity. The microspheres can be recycled for many times without significant loss of binding capacity to enzymes. The immobilized enzymes on the surface of microspheres well retain their biological activities in degradation of cellulose. These materials show great potential in the biomedical and biotechnological applications that require low-cost purification of recombinant proteins and instant enzyme immobilization at an industrial scale.