Core–shell structured Fe3O4/SiO2/TiO2 nanocomposites with enhanced photocatalytic activity that are capable of fast magnetic separation have been successfully synthesized by combining two steps of a sol–gel process with calcination. The as-obtained core–shell structure is composed of a central magnetite core with a strong response to external fields, an interlayer of SiO2, and an outer layer of TiO2 nanocrystals with a tunable average size. The convenient control over the size and crystallinity of the TiO2 nanocatalysts makes it possible to achieve higher photocatalytic efficiency than that of commercial photocatalyst Degussa P25. The photocatalytic activity increases as the thickness of the TiO2 nanocrystal shell decreases. The presence of SiO2 interlayer helps to enhance the photocatalytic efficiency of the TiO2 nanocrystal shell as well as the chemical and thermal stability of Fe3O4 core. In addition, the TiO2 nanocrystals strongly adhere to the magnetic supports through covalent bonds. We demonstrate that this photocatalyst can be easily recycled by applying an external magnetic field while maintaining their photocatalytic activity during at least eighteen cycles of use.