Magnetic polymer microspheres have received a lot of attention owing to their high biocompatibility, superparamagnetism, and widespread use in protein purification, cell separation, medical diagnosis, targeted drug delivery, and environmental wastewater treatment. In this study, a facile method for preparing magnetic polymer microspheres was presented. First, hollow poly(divinylbenzene-co-methacrylic acid) (P(DVB-co-MAA)) microspheres were synthesized by one-step reflux-precipitation polymerization. Second, Fe₃O₄ magnetic nanoparticles were precipitated in situ within the microsphere cavities. Magnetic Fe₃O₄@P(DVB-co-MAA) microspheres have a uniform particle size, good suspension stability, superparamagnetism, and abundant surface functional groups. The particle size of the microspheres as well as the modification of the surface functional groups can be controlled to meet the requirements for practical applications. Furthermore, the magnetic Fe₃O₄@P(DVB-co-MAA) microspheres show good protein separation capacity. Therefore, this method will have potential in the application of protein separation and purification.