Herein, a novel type of binary-metal-oxide-coated magnetic microspheres-titanium dioxide-zirconium dioxide-coated magnetic Fe3O4 microspheres (Fe3O4@TiO2-ZrO2)-were prepared and employed to selectively capture phosphopeptides for the first time. The synthesized Fe3O4@TiO2-ZrO2 magnetic functional microspheres were characterized by scanning electron microscopy (SEM), transmission electron microscopy (TEM), energy-dispersive X-ray (EDX) spectroscopy, Fourier transform infrared (FTIR) spectroscopy, X-ray diffraction (XRD), N2 adsorption-desorption technique and magnetic measurements. Experimental conditions for trapping phosphopeptides were optimized by using β-casein as the standard protein. Under the optimal conditions, the mixture of β-casein and bovine serum albumin (BSA) with different proportions was considered as the semi-complex sample and non-fat milk as the real biological sample to evaluate the capability for trapping phosphopeptides. The results revealed that Fe3O4@TiO2-ZrO2 not only concentrated more phosphopeptides than Fe3O4@TiO2 or Fe3O4@ZrO2, but also enriched both the monophosphopeptides and multiphosphopeptides efficiently. The detection limit of this approach for the enrichment of phosphopeptides by Fe3O4@ZrO2-TiO2 microspheres from the tryptic products of β-casein was 500 pM (500 μL).