The reasonable design of metal-organic framework (MOF)-derived nanomaterial has important meaning in increasing the enrichment efficiency in the study of protein phosphorylation. In this work, a polyoxometalate (POM) functionalized magnetic MOF nanomaterial (Fe3O4@MIL-125-POM) was designed and fabricated. The nanomaterial with multi-affinity sites (unsaturated metal sites and metal oxide clusters) was used for the enrichment of phosphopeptides. Fe3O4@MIL-125-POM had high-efficient enrichment performance towards phosphopeptides (selectivity, a mass ratio of bovine serum albumin/α-casein/β-casein at 5000:1:1; sensitivity, 0.1 fmol; satisfactory repeatability, ten times). Furthermore, Fe3O4@MIL-125-POM was employed to enrich phosphopeptides from non-fat milk digests, saliva, serum, and A549 cell lysate. The enrichment results illustrated the great potential of Fe3O4@MIL-125-POM for efficient identification of low-abundance phosphopeptides.