Graphene-oxide-wrapped magnetic Fe₃O₄ nanocluster (NC) composites (MC@GO) were prepared and their characteristics were analyzed by multiple characterization methods. Results indicated that the magnetic NCs (~400 nm in size) were composed of numerous Fe₃O₄ monocrystalline particles (30-50 nm in size) and MC@GO had stable structure, high saturation magnetization (61 emu/g) and specific surface area of 112.5 m²/g. The magnetic NCs were integrally and tightly encapsulated in the composites by silk-like GO sheets via electrostatic interaction. The formation mechanism for MC@GO is also discussed in detail herein. Fe3+ was reduced by ethylene glycol in the adopted synthesis scheme, to generate Fe₃O₄ monocrystalline particles that aggregated to form Fe₃O₄ NCs with rough surfaces. Subsequent SiO2 coating and positive charge introduction caused the GO sheets to firmly wrap around the magnetic NCs, resulting in novel GO wrapped magnetic NC composites. The Fe₃O₄ NCs contributed much to structure amelioration and performance enhancement of the final GO composites. The rough surfaces of Fe₃O₄ NCs were beneficial for the SiO2 coating and final wrapping of GO sheets. The good magnetic property and beneficial structure of MC@GO make it an ideal adsorbent, which was demonstrated in the current study using methylene blue (MB) as a model adsorbate. The maximum MB adsorption capacity for MC@GO reached 105.5 mg/g. This is the first study on GO-wrapped Fe₃O₄ NC composites and their potential use for environmental adsorption. Furthermore, this study provides a method for developing GO wrapped magnetic particle composites by tailoring the magnetic precursor.