A simple physical-vapor-infiltration (PVI) method using ferrocene as the iron source, has been developed to load FeOx into the pore channels of mesoporous silica SBA-15. The obtained FeOx/SBA-15 composite has a high loading amount of FeOx (e.g. 26.64 wt% Fe content obtained at PVI duration 17 h and calcination temperature 450 °C) but unblocked pore channels thanks to the unique preparation strategy. The FeOx species are amorphous, rich of Fe(2+) and have been highly dispersed as a nanocoating onto the pore channel surface. The FeOx/SBA-15 composite was used as a heterogeneous Fenton catalyst to degrade Acid orange 7 (AO7). It showed a high catalytic activity and degradation efficiency, which was attributed to the high proportion of Fe(2+) in the amorphous FeOx and their favorable adsorption capability for the dye. The influences of the PVI duration, the calcination temperature and the Fenton reaction conditions (FeOx/SBA-15 dosages, H2O2 dosages and initial pH value) on the catalytic activity were investigated in detail.