Cement-based materials are susceptible to internal cracks during service, leading to a reduction in their durability. Microcapsules can effectively self-repair cracks in cement-based materials. In this study, novel electromagnetic-induced rupture microcapsules (DWMs) were prepared by using the melt dispersion method with Fe3O4 nano-particles/polyethylene wax as the shell and epoxy resin as the repairing agent. The core fraction, compactness, particle size distribution, morphology, and chemical structure of DWMs were characterized. DWMs were subsequently incorporated into the mortar to measure the pore size distribution, compressive strength recovery, and maximum amplitudes of the pre-damaged mortar after self-repairing. DWMs were also evaluated for their ability to self-repair cracks on mortar surfaces. The results showed that the core fraction, remaining weight (30 days), and mean size of DWMs were 72.5%, 97.6 g, and 220 μm, respectively. SEM showed that the DWMs were regular spherical with a rough surface and could form a good bond with cement matrix. FTIR indicated that the epoxy resin was successfully encapsulated in the Fe3O4 nano-particles/polyethylene wax. After 15 days of self-repairing, the harmful pore ratio, compressive strength recovery, and maximum amplitude of the pre-damaged mortars were 48.97%, 91.9%, and 24.03 mV, respectively. The mortar with an initial crack width of 0.4–0.5 mm was self-repaired within 7 days. This indicated that the incorporation of DWMs can improve the self-repair ability of the mortar. This work is expected to provide new insights to address the mechanism of microcapsule rupture in self-repairing cement-based materials.