High gradient magnetic separation (HGMS) achieves effective separation to fine weakly magnetic minerals using numerous small magnetic wires in matrix, and its separation performance is inherently dependent on the capture characteristics of the wires. In this work, the selective capture of magnetic wire to particles in high gradient magnetic field was theoretically described and simulated using COMSOL Multiphysics. It was found that the capture trajectories of a small amount of particles under the ideal condition was significantly different from those of a large amount of particles under the actual condition, and non-magnetic particles would be much more easily entrained into magnetic deposits captured onto the wire surface under the actual condition than those under the ideal condition. These theoretical and simulated results were basically validated with the experimental magnetic capture to an ilmenite ore, and the wires in slow feed mode have achieved much higher capture selectivity than those in the fast feed mode. For instance, at the magnetic induction of 0.8 T, the TiO2 grade of magnetic deposits captured by 3 mm diameter wire in the slow feed model reached 36.78%, which is higher than 28.32% in the fast feed model. The selective capture difference between the fast and slow feed models increased with increase in the magnetic induction and with decrease in the pulsating frequency. This investigation contributes to improve HGMS performance in concentrating fine weakly magnetic ores.