Magnetic Zn-doped BiFeO3 catalyst was synthesized by the tartaric acid sol–gel method, and its characteristics were characterized by X-ray powder diffraction, X-ray photoelectron spectroscopy, Brunauer–Emmett–Teller technique, and vibration sample magnetometer. The catalytic activity of Zn-BiFeO3 was evaluated for activating H2O2 to oxidize elemental mercury in a self-designed bubbling reactor, and the effects of the Zn doped ratio in catalyst, catalyst dosage, H2O2 concentration, solution pH, and reaction temperature on the removal of Hg0 were also investigated systematically. The result indicated that the removal efficiency of Hg0 achieved 81% under the optimum conditions, in which the Zn doping ratio was 0.2, H2O2 concentration was 0.15 mol L–1, catalyst dosage was 0.3 g L–1, solution pH was 6, reaction temperature was 50 °C, and Hg0 concentration was 50 μg/m3. Moreover, it was demonstrated indirectly that •OH and HO2• were the active species when Hg0 was oxidized to oxidation state mercury using H2O2 solution catalyzed by 0.2Zn-doped BiFeO3, where tert-butyl alcohol and benzoquinone were used as quenchers. The reaction mechanism was established eventually through the characterizations of catalyst and reaction product.