Magnetic particles are leading separation materials for biological purification and detection. Existing magnetic particles, which almost rely on molecule‐level interactions, however, often encounter bottlenecks in highly efficient cell‐level separation due to the underestimate of surface structure effects. Here, immune cell‐inspired magnetic particles with nano‐filopodia (NFMPs) produced by interfacial polymerization for highly efficient capture of circulating tumor cells (CTCs) and further accurate clinical diagnosis of prostate cancer are reported . The unprecedented construction of nano‐filopodia on polymer‐based magnetic particles is achieved by introducing electrostatic interactions in emulsion interfacial polymerization. Due to the unique nano‐filopodia, the NFMPs allow remarkably enhanced CTCs capture efficiency (86.5% ± 2.8%) compared with smooth magnetic particles (SMPs, 35.7% ± 5.7%). Under the assistance of machine learning by combining with prostate‐specific antigen (PSA) and free to total PSA (F/T‐PSA), the NFMPs strategy demonstrates high sensitivity (100%), high specificity (93.3%), and a high area under the curve (AUC) value (98.1%) for clinical diagnosis of prostate cancer in the PSA gray zone. The NFMPs are anticipated as an efficient platform for CTCs‐based liquid biopsy toward early cancer diagnosis and prognosis evaluation.