An electro-Fenton system with magnetite coated stainless steel (SUS) mesh as cathode was developed and tested for removing methylene blue in wastewater. For better adhesion between magnetite particles and SUS mesh surface, surface roughening of SUS mesh with FeAl particles was carried out. 850 degrees C was chosen as the optimized calcination temperature for FeAl treatment. When SUS meshes were coated with magnetite particles and applied as the cathode in an electro-Fenton system, catalytic activation of in situ produced H2O2 was enhanced. And this activation occurred heterogeneously on the surface of magnetite particles on cathode rather than homo-geneously with free roaming leached ferrous ions. By coating magnetite particles on SUS meshes, degradation efficiency of methylene blue in neutral conditions was better than that in acidic conditions with bare SUS meshes as cathode in our electro-Fenton system.