Direct immersion solid-phase microextraction (DI-SPME) is an effective microsampling strategy for polar and ionic species in aqueous media. Nevertheless, the fiber coating is in direct contact with sample solution and affected by its conditions. To compensate this limitation and to improve the extraction efficiency, a magnetic fiber coating was prepared and employed for DI-SPME sampling under the enhancing effect of a magnetic field. Magnetic iron oxide core–shell silica nanoparticles were synthesized and embedded in polypyrrole using an in situ electropolymerization method along with simultaneous coating on the surface of a platinized stainless-steel fiber. It was then applied for magnetic-assisted DI-SPME (MA-DI-SPME) sampling of endogenous aldehydes in human urine. Sample solution pH, the magnetic field intensity, ionic strength and extraction time were evaluated as the important affecting variables. Limits of detection were obtained 0.01–0.1 ng mL⁻¹; the calibration graphs were linear over the range of 0.1–10000 ng mL⁻¹. The inter-fiber (fiber-to-fiber) reproducibility was found to be 10.7–12.5%. Matrix effect from urine samples was not observed at concentration levels of 0.2, 2, and 8 µg mL⁻¹. The results showed that magnetic field increased the efficiency of DI-SPME method about two to four times. The developed strategy was successfully applied for the extraction and quantification of hexanal and heptanal (as the most important aldehyde biomarkers) in urine samples.