Yolk–shell structure with magnetic core, interior void and mesoporous polymer/carbon shell demonstrate potential applications in biocatalysis, magnetic biological separation, biomedicine, and magnetic resonance imaging due to their comprehensive benefits of magnetic and mesoporous shells. Herein, yolk–shell structured magnetic mesoporous polydopamine microspheres (Fe₃O₄@Void@mPDA) and the corresponding derivatives of carbon-based microspheres (Fe₃O₄@Void@mCN) are successfully fabricated through an interface assembly and selective etching approach. The obtained monodisperse Fe₃O₄@Void@mPDA microspheres consist of a magnetic core, a mesoporous polydopamine shell, and the large void formed between them, with perpendicular mesopores (5.2 nm), high surface area (303.3 m²g^–1), and richness of functional groups. The Fe₃O₄@Void@mPDA microspheres show a remarkable inhibitory effect on tumor cells. Moreover, the Fe₃O₄@Void@mCN microspheres can immobilize ultrafine Au nanoparticles for hydrogenation of 4-nitrophenol with superb catalytic activity and excellent magnetic reusability.