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Micro-nano composite material was prepared to adsorb Hg(II) ions via the co-precipitation method. Oyster shell (OS), Fe₃O₄ nanoparticles, and humic acid (HA) were used as the raw materials. The adhesion of nanoparticles to OS displayed by scanning electron microscopy (SEM), the appearance of the (311) plane of standard Fe₃O₄ derived from X-ray diffraction (XRD), and the transformation of pore sizes to 50 nm and 20 μm by mercury intrusion porosimetry (MIP) jointly revealed the successful grafting of HA-functionalized Fe₃O₄ onto the oyster shell surface. The vibrating sample magnetometer (VSM) results showed superparamagnetic properties of the novel adsorbent. The adsorption mechanism was investigated based on X-ray photoelectron spectroscopy (XPS) techniques, which showed the process of physicochemical adsorption while mercury was adsorbed as Hg(II). The effects of pH (3−7), initial solution concentration (2.5−30 mg·L^−1), and contact time (0−5 h) on the adsorption of Hg(II) ions were studied in detail. The experimental data were well fitted to the Langmuir isotherm equation (R² = 0.991) and were shown to follow a pseudo-second-order reaction model (R² = 0.998). The maximum adsorption capacity of Hg(II) was shown to be 141.57 mg·g^−1. In addition, this new adsorbent exhibited excellent selectivity.