Core–shell magnetic mesoporous silica microspheres (Magn-MSMs) with tunable large mesopores in the shell are highly desired in biocatalysis, magnetic bioseparation, and enrichment. In this study, a shearing assisted interface coassembly in n-hexane/water biliquid systems is developed to synthesize uniform Magn-MSMs with magnetic core and mesoporous silica shell for an efficient size-selective biocatalysis. The synthesis features the rational control over the electrostatic interaction among cationic surfactant molecules, silicate oligomers, and Fe3O4@RF microspheres (RF: resorcinol formaldehyde) in the presence of shearing-regulated solubilization of n-hexane in surfactant micelles. Through this multicomponent interface coassembly, surfactant-silica mesostructured composite has been uniformly deposited on the Fe3O4@RF microspheres, and core–shell Magn-MSMs are obtained after removing the surfactant and n-hexane. The obtained Magn-MSMs possess excellent water dispersibility, uniform diameter (600 nm), large and tunable perpendicular mesopores (5.0–9.0 nm), high surface area (498–623 m2/g), large pore volume (0.91–0.98 cm3/g), and high magnetization (34.5–37.1 emu/g). By utilization of their large and open mesopores, Magn-MSMs with a pore size of about 9.0 nm have been demonstrated to be able to immobilize a large bioenzyme (trypsin with size of 4.0 nm) with a high loading capacity of ∼97 μg/mg via chemically binding. Magn-MSMs with immobilized trypsin exhibit an excellent convenient and size selective enzymolysis of low molecular proteins in the mixture of proteins of different sizes and a good recycling performance by using the magnetic separability of the microspheres.