As a common heavy metal ion in wastewater, Hg(II) has high toxicity even at low concentration. In this study, a novel magnetic nano-adsorbent ([email protected]) was synthesized by modifying thiol groups on phase-transited lysozyme (PTL) coated magnetic nanoparticles. [email protected] exhibited superior adsorption performance for Hg(II) in a wide pH range. The maximum adsorption capacity of [email protected] fitted by Langmuir model could reach 1001.21 mg/g at 298 K, and 90% of the equilibrium uptake could be achieved within 5 min. The interference of inorganic ions and organic complexing agents was limited even at high concentrations. High adsorption selectivity of Hg(II) was observed in the mixed solution containing various heavy metal ions. Moreover, [email protected] could still maintain above 90% of the adsorption capacity after five adsorption–desorption cycles. For the mechanisms, the adsorption of [email protected] for Hg(II) was mainly relied on the strong complexation of the surface functional groups, especially thiol groups.