Herein, a new nanocomposite was synthesized via in-situ growth of Fe3O4 nanoparticles on MXene Ti3C2 multilayer to improve the electrochemical performance of anodes by integrating the merits of transition metal oxide and Ti3C2, where further surface modification of Fe3O4@Ti3C2 nanocomposites by carbon coating was introduced here. The nanocomposites exhibited excellent electrochemical performance in Li-ion storage when used as the anode materials, which benefited from the combination of the high capacity of magnetite and favorable electrical conductivity of Ti3C2. The optimized Fe3O4@Ti3C2-2.5 (a mass ratio of 1.1) showed a high reversible capacity of 342.9 mAh·g−1 at 1C, which exceeded the theoretical capacity of bare Ti3C2 monolayer (320 mAh·g−1), and an impressive rate reversibility. TEM presented that the carbon layers were homogeneously coated on the surface of nanocomposites with a thickness of approximately 1 nm. The electrochemical measurement showed that C-coated Fe3O4@Ti3C2-2.5 presented enhanced cycling performance (382.9 mAh·g−1 at 1C and 236.7 mAh·g−1 at 5C) and cycling stability. This work presents a promising route for preparation of transition metal oxides@MXene nanocomposites as well as further surface modification for advanced Li-ion storage.