In this paper, a kind of graphene magnetic nanoparticle (G–Fe3O4) was prepared and used as the adsorbent for the preconcentration of the four neonicotinoid insecticides (thiamethoxam, imidacloprid, acetamiprid and thiacloprid) from environmental water samples. The properties of the magnetic adsorbent were characterized by scanning electron microscopy, transmission electron microscopy and X-ray diffraction. After preconcentration, the adsorbent can be conveniently separated from the aqueous samples by an external magnet, and the analytes desorbed were determined by high performance liquid chromatography-ultraviolet detection (HPLC-UV). Various parameters affecting the extraction efficiencies such as the concentration of G–Fe3O4, the extraction time, the pH of the sample solution, the salinity and the desorption conditions were investigated. Under the optimum conditions, the concentration factors for the analytes ranged between 3325 and 4644. The linearity of the method was in the range from 0.05 to 50 ng mL−1 with the correlation coefficients (r) ranging from 0.9990 to 0.9995. The limits of detection (S/N = 3) of the method for thiamethoxam, imidacloprid, acetamiprid and thiacloprid were 0.01, 0.006, 0.004 and 0.006 ng ml−1, respectively. The relative standard deviations (RSDs) varied from 4.3% to 7.4% (n = 6), and the recoveries of the method for the compounds at spiking levels of 0.5 and 5 ng mL−1 were in the range of 86%–110%. The method has been successfully applied to the analysis of the neonicotinoid insecticides in real water samples.