α-Fe₂O₃/g-C₃N₄ is attributed to a Z-scheme structure, and exhibits excellent photocatalytic ability. However, these composites were prepared by a conventional, calcination/hydrothermal method, both of which are time-consuming, high cost and limit their large-scale applications. In addition, α-Fe₂O₃/g-C₃N₄ is not stable in acidic reaction systems. In this study, we developed the first ball-milling method and solvent-free routes for preparing g-C₃N₄ wrapped α-Fe₂O₃. The intimate alignment between Fe₂O₃ and C₃N₄ results in more efficient charge separation. The Fenton-like activity of 6%α-Fe₂O₃@g-C₃N₄ was almost 3.4 times that of α-Fe₂O₃ 17 times that of g-C₃N₄. This composite can also work at a wide range of pH, and no obvious Fe ion decay was found in the acidic reaction system. This study provides a new and facile method for the development of highly effective Fe-based catalysts with possible large-scale production.