Magnetic-plasmonic nanostructures (MPNSs) are a promising multifunctional nanomaterial that exhibits enormous potential in advanced applications. However, the saturation magnetization of conventional “gold-coated magnetic” core-shell structured MPNSs is dramatically decreased by the plasmonic components due to the magnetic shielding effect of the gold shell. Thus, the rational design of MPNSs with enhanced magnetic and plasmonic activities still remains a huge challenge. Herein, we report the facile synthesis of magnetic–plasmonic nanoassemblies (MPNAs) which exhibit a typical core–shell structure, wherein oleylamine‐coated gold nanoparticles (OA‐AuNPs) preferentially aggregate and form a plasmonic core and oleic acid‐coated iron oxide nanoparticles (OC‐IONPs) assemble a magnetic shell. The resultant MPNAs hold the highly retained magnetic–plasmonic activities for the separation and simultaneous optical sensing of target compounds in complex biological samples.