Different complexing agents were used to prepare Ni-Mg-Zn ferrite with the composition formula Ni0.2Mg0.2Zn0.6Fe2O4 via sol-gel method, which included citric acid, oxalic acid, egg white and EDTA. The Ni0.2Mg0.2Zn0.6Fe2O4 ferrite with no complexing agent was also prepared as a comparison. The chemical phases of samples were analyzed by the X-ray diffraction (XRD), which indicated that samples had spinel phase structure. The lattice constants of samples are in the range of 8.3980~8.4089 Å. The composition and structure were further studied by fourier transform infrared spectroscopy (FTIR). There were two typical characteristic bands related to the stretching vibrations of spinel ferrite in FTIR spectra. Scanning electron microscope (SEM) micrographs and transmission electron microscope (TEM) images showed that the particles have the shape of spherical cube. Energy dispersive spectrometer (EDS) analyzed the elements and ingredients of samples, which included Ni, Mg, Zn, Fe and O. X-ray photoelectron spectroscopy (XPS) is used to examine further the elemental composition and chemical state of sample prepared with EDTA as complexing agent. The optical properties of samples were investigated by photoluminescence spectra and UV-Vis spectroscopy. Vibrating sample magnetometer (VSM) was used to characterize magnetic properties, hysteresis loops revealed the ferrimagnetism behavior of prepared samples.