The sepiolite and CuFe2O4 were combined to prepare the sepiolite/CuFe2O4 composite. The magnetic composite was characterized by X-ray diffraction (XRD), transmission electronic microscopy (TEM) and vibration sample magnetometer (VSM) and N2 adsorption isotherms. Adsorption characteristics of the composite were examined by using Cu2+ and methylene blue as adsorbates. The results show that CuFe2O4 particles adhere to the surface of sepiolite fiber to form the sepiolite/CuFe2O4 composite which show well characteristic of superparamagnetism and is effective for the removal of Cu2+ or methylene blue. When the mass ratios of sepiolite and CuFe2O4 is 7:3, the saturation and remanence magnetization are 7.140 and 0.0246 A·m2/kg, and coercive force is 0.0180 A/m for magnetic sepiolite. The saturated adsorption capacity for Cu2+ and the removal rate of methylene blue is 15.72 mg/g, 99.48%, respectively.