Ball-milling of magnetite powder is studied as a potential method to produce large quantities of nanostructured particles for As(III) and As(V) adsorption. Surfactant-assisted milling resulted in 30nm isolated nanoparticles with high specific surface area but limited adsorption capacity. On the opposite, when no surfactant is added, large aggregates (300nm) surrounded by a thick α-Fe₂O₃ shell were formed. Hematite-coated particles appear to be very effective in the removal of As(III) and As(V) from aqueous solutions being able to adsorb around 1.0 and 2.1μg/mg, respectively, while keeping the residual arsenic below the regulation limits for drinking water. In addition, the existence of a magnetic core facilitates their application in a magnetic separation system.