Magnetic Fe₂O3/Fe₃O4@SiO₂ nanocomposites were prepared via the citric-alcohol solution combustion process. The obtained nanocomposites were characterized with SEM, XRD, VSM, TEM, EDS, HRTEM, and FTIR techniques. The results revealed that the magnetic Fe₂O₃/Fe₃O₄@SiO₂ nanocomposites were successfully obtained with the average grain size of 87 nm and the saturation magnetization of 36 emu/g. After the surface of magnetic Fe₂O₃/Fe₃O₄@SiO₂ nanocomposites was functionalized by amino group, the amino-functionalized Fe₂O₃/Fe₃O₄@SiO₂-NH₂ nanocomposites were loaded onto graphene oxide based on Mitsunobu reaction. Subsequently, the cellulase was immobilized onto Fe₂O₃/Fe₃O₄@SiO₂-NH-GO nanocomposites by a glutaraldehyde-mediated Schiff base reaction. The immobilization conditions were optimized by adjusting the pH, temperature, and cellulase dose. The results revealed that optimized immobilization conditions were determined to be temperature of 50 °C, pH of 5, and cellulase solution of 0.1 mL. 97.3% cellulase were successfully immobilized under the optimal conditions. The catalytic performances of the immobilized cellulase were also evaluated. The maximum activity was achieved at pH 4, and 50 °C with cellulase solution of 0.4 mL.