Novel iron-loaded needle coke spherical electrodes were fabricated for the first time using the sintering method. With DSA as the anode, nickel foam as the cathode and the spherical electrodes as the particle electrodes, a three-dimensional (3D) electro-Fenton system was constructed to treat coking wastewater. Using the chemical oxygen demand (COD) removal efficiency of coking wastewater as an indicator of electrode performance, the optimal conditions for particle electrode preparation were determined by single-factor experiments as consisting of a 4:1 catalyst-to-binder ratio, Fe2+ loading for the preparation of the particle electrodes of 2.5%, a particle size of 5.5 ± 0.5 mm, and a sintering temperature of 400 °C. Response surface methodology was applied to model and optimise the 3D electro-Fenton process for treating coking wastewater. Under the optimal conditions of an electrode spacing of 5 cm, applied voltage of 11.15 V, initial pH of 2.62, and particle electrode dosing of 12.23 g L−1, the removal rates of COD, NH3–N, NO3−–N, total nitrogen, colour, and UV254 were 87.5%, 100%, 72.2%, 84.8%, 95%, and 72.4%, respectively. Spectral analysis revealed that the 3D electro-Fenton system strongly degraded coking wastewater, causing decomposition of large molecules of organic compounds and residuals primarily consisting of olefins and alkanes. Because the prepared particle electrodes exhibited stable physical and chemical structure, they have great potential for engineering applications due to their resistance to water flow erosion, stable catalytic reaction activity, and reusability.