The heterogeneous Fenton-like catalysts based on CuFe2O4 were prepared by polymeric precursor method at several annealing temperatures. The obtained catalysts were respectively characterized by X-ray diffraction, scanning electron microscopy, Fourier transform infrared spectroscopy, point of zero charge measurement, and vibrating sample magnetometer. The Fenton-like catalytic activity was evaluated via the oxidation of methylene blue with H2O2. The results show that the CuFe2O4 phase content and the particle size increase with the annealing temperatures whereas the surface OH groups and the surface acidity decrease. The prepared powders possess typical ferromagnetic properties which allow them to be easily recovered and reused. These catalysts also present highly catalytic activities for the oxidation of methylene blue, which is principally attributed to the catalysis of the CuFe2O4 phase. When the annealing temperature increased, the catalytic performance was reduced, corresponding to the increase of particle size and the decrease of surface OH groups.