A bonding method was developed for coating molybdenum oxides onto a steel wire substrate, which was used as a solid‐phase microextraction fiber, was coupled with gas chromatography. Based on the characterization, it is found that the as‐prepared molybdenum oxides material contained a nanobelt structure with a uniform size and good dispersibility. In addition, there were a large number of small protrusions on the surface of the nanobelts. These characteristics provided a large specific surface area for extraction. Molybdenum oxides exhibited a high extraction selectivity for polycyclic aromatic hydrocarbons owing to its moderate coordination. After the optimization of the factors, method detection limits of < 1.25 μg/L were achieved, and the calibration curves were linear within the range of 2–600 μg/L. In addition, repeatability was demonstrated, and the relative standard deviation < 6.4%. The molybdenum oxides coating had a high scratch resistance, which could effectively prevent coating wear and failure. Combined with the high thermal and chemical stability, the service life of the coating was improved and could be used 150 times without a significant reduction in the extraction performance. Finally, the as‐prepared fiber had a comparable extraction capacity and higher partition coefficients that those of commercial polyacrylate fibers.