Fe oxide core/Au shell nanoparticles were prepared by the reduction of Au3+ onto the surfaces of Fe oxide nanoparticles and characterized by scanning electron microscopy(SEM). The results reveal that the prepared core/shell nanoparticles were covered by Au shell and the surfaces of the core/shell particles are jagged after the initial addition of Au3+. Surface enhanced Raman scattering(SERS) activities of these magnetic nanoparticles were studied by using pyridine(Py) as a probe molecule after a magnet was used to concentrate the colloid. It was found that the SERS intensity depends on the Au shell thickness of the core/shell nanoparticles and strengthens with the increasing shell thickness. The detection limit for Py can be very low when the magnetic Fe oxide core/Au shell nanoparticles were used and even down to 10-7 mol/L.