Most previous reports related to heterogeneous Fenton focused on improving the catalytic activity of the catalysts but ignored the consumption and utilization efficiency of hydrogen peroxide (H2O2), which has caused a large invalid waste of H2O2. This paper reports a Fe3O4-zeolite-cyclodextrin (F-Z-C) heterogeneous Fenton catalyst that can prolong the reaction duration time and improve the H(2)O(2 )utilization. The pollutants can be adsorbed to the catalyst surface by the zeolite and the Fe3O4-cyclodextrin nanostructure, which will increase the local concentration of pollutants. Meanwhile, the H(2)O(2 )dispersed in water can be temporarily captured and stored by beta-cyclodextrin, decreasing the invalid consumption of free H2O2. A series of experiments indicate that the F-Z-C catalyst can store H2O2 and release out slowly in a certain condition. Benefiting from the "storage-release" effect of F-Z-C on H2O2, the utilization efficiency of H2O2 can be greatly improved. As a result, the contradiction between the large needed amount and the low concentration of H2O2 can be solved in practical wastewater treatments.