A new type of mixed lanthanides-immobilized (Tb3+, Tm3+, Ho3+, Lu3+) magnetic nanoparticles, Fe3O4@ TCPP-DOTA-M3+, was prepared with a particle size of approximately 30 nm. A model protein, alpha-casein, and a protein mixture of alpha-casein and BSA (1:100) were first used to test the phosphopeptide enrichment efficiency of the newly developed magnetic nanoparticles. For the model protein alpha-casein, 19 phosphopeptides were identified with the newly developed materials. Even in the tryptic digest of alpha-casein and BSA (1:100), 16 phosphopeptides were easily detected, suggesting that the novel materials possess high selectivity in phosphopeptide enrichment. To evaluate the phosphopeptide enrichment efficiency in a real biological sample, the materials were used to capture phosphopeptides in the tryptic digests of an extract of HeLa cells. In total, 9048 phosphopeptides corresponding to 2103 phosphoproteins were identified in a single mass spectrometric analysis, indicating the great potential of the new materials for practical applications. Compared with metal oxide-based enrichment methods, the newly developed materials are convenient to prepare and easy to handle, and they save time in the phosphopeptide enrichment procedure, making these materials a good choice for highly selective and sensitive phosphopeptide enrichment in future phosphoproteome analyses.