In this work, an RVC electrode coated with magnetic iron oxide nanoparticles was used for the degradation of methylene blue as a model dye. The electrofenton process was carried out by the reduction of oxygen dissolved in the electrolyte on the modified RVC electrode to produce hydrogen peroxide. The presence of the magnetite/maghemite nanoparticles in the structure produces the formation of OH∙ radicals that oxidize methylene blue. The RVC/coated was prepared by two different methodologies: Methodology A: by immersion of the electrode in a solution saturated with magnetite nanoparticles; and Methodology B: by electrochemical synthesis. Scanning electron microscopy, X-ray diffraction and Mössbauer spectroscopy shows a uniform coating of the electrode. The Mössbauer spectroscopy determines the only presence of maghemite using methodology A and the presence of 60% of magnetite and a 40% of maghemite when methodology B was used. The dipping methodology is the one that has provided the best results in the electrofenton degradation of methylene blue, obtaining a 100% removal after 35 min, applying a current of 100 mA in a 20 mg L−1 solution of methylene blue, and a concentration of 50 mM sodium sulfate.