How to remove the formaldehyde from gases effectively has long been one of the hot issues due to its high toxicity in carcinogenicity and teratogenicity. In this paper, nano-magnetite with particle sizes of 0.84～3.35 mm was prepared by reduction of goethite at 300℃ in hydrogen. An heterogeneous oxidation reactor filled with the prepared magnetite was connected with a reactor used to catalyze hydroge peroxide (H₂O₂) oxidation of formaldehyde. The effects of the amount of H₂O₂, the initial concentration of formaldehyde and the flow rate of carrier gas on the formaldehyde removal were investigated in four kinds of reaction system, namely H₂O₂, H₂O₂-ultraviolet (UV), magnetite-H₂O₂, and magnetite- H₂O₂-UV. The mechanism of Fenton photocatalytic oxidation of formaldehyde was evaluated by the combined application of a mass spectrometer total carbon analyzer. The results show that the formaldehyde removal rate in the Fenton photocatalytic oxidation can reach 98% in the situation of UV-10%H₂O₂-magnetite. The stable result can be obtained in different gas velocity effects of different concentrations of formaldehyde. It is indicated that gaseous formaldehyde could be decomposed into CO₂ owing to the synergies of nanoscale magnetite catalyst and homogeneous UV-catalyzed hydrogen peroxide at room temperature, which is a low-cost purification method for gaseous organic contaminants, at least for formaldehyde.