In this study, Chitosan/Al2O3/Fe3O4 core‐shell composite microsphere (CAMF) was used as an effective sorbent with high adsorption capacity for the removal of anionic azo dye model from aqueous solution. The obtained composite was characterized by XRD, SEM, EDX, and BET analysis. The results showed the high methyl orange (MO) adsorption in a wide pH range of 4–10 and the optimum adsorbent dosage was obtained 0.6 g L−1. It is indicated that the equilibrium data followed the Langmuir isotherm model and the adsorption kinetic was well fitted with pseudo‐second‐order kinetic model. Also, the adsorption kinetic was controlled by the film diffusion and intra‐particle diffusion, simultaneously. It is revealed that by increasing the particle size from <0.1 μm to ∼0.4 μm, the adsorption capacity did not change, significantly. The adsorption capacity of MO on CAMF was predicted by multilayer perceptron (MLP) neural network at different initial MO concentration, in which the predictions of MLP model had very good agreement with experimental data. © 2016 Wiley Periodicals, Inc. J. Appl. Polym. Sci. 2016, 133, 43466.