A magnetic solid‐phase extraction (MSPE) method combined with capillary electrophoresis for the simultaneous determination of seven quinolones (QNs) (danofloxacin, ciprofloxacin, marbofloxacin, enrofloxacin, difloxacin, oxolinic acid, and flumequine), using (S)‐(+)‐6‐methoxy‐α‐methyl‐2‐naphthaleneacetic acid as internal standard, in milk samples was developed. The variables involved in the preconcentration magnetic procedure were: the composition of the magnetic support composition, the sample pH, and the weight of magnetic adsorbent used. The variables were optimized using a simplex‐lattice design. Different magnetite covered with octyl‐phenyl silica adsorbents were synthesized by varying the molar ratio of phenyltrimethylsilane and octyltrimethoxysilane; the solids were evaluated for QN preconcentration. Under optimal conditions, a linear range was obtained from 27 to 1000 μg L−1 with limits of detection ranging from 9 to 12 μg L−1 for the seven QNs. The absolute recoveries of the seven QNs at three different spiked levels (40, 150, and 400 μg L−1) ranged from 74% to 98% with a relative standard deviation less than 10% in all cases. The proposed method was applied to analyze 20 whole milk samples of different brands. All samples were positive for the presence of QN residues; in some cases, extract dilution was required. The concentrations found are in the range from 31.1 to 5047.3 μg L−1. Marbofloxacin was the most frequently found. The method proposed offers advantages in terms of simplicity, sensitivity, efficiency, cost, and analysis time making it an alternative for the analysis of QNs in whole milk samples.