Azo dye methyl orange (MO) degradation by heterogeneous electro-Fenton (EF) with a magnetic nano-Fe3O4 catalyst was investigated. In this study, Fe3O4 was synthesized by a coprecipitation method and characterized by X-ray diffraction and scanning electron microscopy. The influences of the main operating parameters such as current density, pH, catalyst dosage and aeration rate were studied. The results revealed that higher current density, catalyst dosage and aeration rate facilitated the degradation of MO, whereas the degradation efficiency of MO was decreased with an increase in the initial pH. After 90 min EF process, the volume of 500 mL, the initial concentration of 50 mg L−1 MO solution could be degraded by 86.6% with the addition of 1 g L−1 Fe3O4 under the current density of 10 mA cm−2 and pH 3, compared with 69.5% for the electrolytic process alone. Meanwhile, a total organic carbon removal of 32% was obtained, up to 35.5 mg L−1 accumulated H2O2 and less than 3.5 mg L−1 Fe leaching were detected. Moreover, based on the results of natural bond orbital (at B3LYP/6-311G (d, p)) and liquid chromatograph-triple quadrupole mass spectrometer analysis, nine intermediates were identified and the proposed degradation pathways were investigated.