In this research work, three magnetic composites of Fe3O4/SiO2/TiO2, SrFe12O19/SiO2/TiO2 and Fe3O4/SiO2/ZnO with core/shell/shell structures were successfully prepared by the sol-gel method. For this purpose, in the first step, soft magnetic and hard magnetic powders of Fe3O4 and SrFe12O19 were synthesized using carbon reduction and co-precipitation routes, respectively. In the second step, silica coating was performed by controlling the hydrolysis and condensation of the tetraethyl orthosilicate (TEOS) precursor on the magnetic cores. In the third step, a coating of TiO2 or ZnO photo-catalytic shells was made on as-prepared composites using precursors of titanium n-butoxide (TNBT) or zinc nitrate hexahydrate, respectively. The as-prepared magnetically separable photo-catalysts were characterized using XRD, FESEM, TEM and VSM. The results of the FESEM and TEM analyses confirmed the formation of the core/shell/shell structures. The saturation magnetization of the Fe3O4/SiO2/TiO2, SrFe12O19/SiO2/TiO2 and Fe3O4/SiO2/ZnO photo-catalytic materials was 41.5 emu/g, 33 emu/g and 49 emu/g, respectively. Evaluation of the photo-catalytic activity of Fe3O4/SiO2/TiO2, SrFe12O19/SiO2/TiO2 and Fe3O4/SiO2/ZnO composites by using methylene blue (MB) shows degradation percentages of 84%, 80% and 58%, respectively, under UV illumination.