Structure-reinforced Fe/Fe3O4/resin soft magnetic composites (SMCs) have been fabricated through coating micron-sized Fe powders with high-purity Fe3O4 nanolayers and silicon resin films by combinatorial controlled oxidation and physical coating method. High magnetization Ms of 201 A m2 kg−1 can be reserved in the Fe/Fe3O4/resin SMCs due to high-purity ferrimagnetic Fe3O4 shells and low-content resin layers. The smooth Fe/Fe3O4 interfaces and uniform silicone resin coating layers in the Fe/Fe3O4/resin SMCs also lead to their low coercivity of 11.4 Oe and high compressed density of 7.50 g/cm3. For traditional metal-based SMCs fabricated by various common coating methods, their reduced core loss is usually achieved but accompanying with low magnetic induction and poor mechanical properties. In this work, high transverse rupture strength value of 92 MPa and greatly enhanced soft magnetic performance with both decreased core loss in accompany with high magnetic inductions are achieved for the fully densified Fe/Fe3O4/resin SMCs due to their well-structured composite interfaces, which promise their great latent applications for high-power and low-loss magnetic components.