A facile hydrothermal approach based on n-nonyl alcohol mediated process has been developed to synthesize self-assembled Fe3O4 hierarchical nanostructures. The as-synthesized hierarchical nanostructured Fe3O4 could be easily transformed to γ-Fe2O3 and α-Fe2O3 without changing its original morphology by calcination in air. X-ray powder diffraction (XRD), field emission scanning electron microscopy (FESEM), transmission electron microscopy (TEM) and high-resolution transmission electron microscopy (HRTEM) were performed to investigate the evolution process of Fe3O4 hierarchical nanostructures. The growth mechanism of the as-prepared Fe3O4 nanostructure and the subsequently hierarchical nanostructures are suggested. The as-obtained iron oxide nanomaterials were used as adsorbent in water treatment, and were found an excellent ability to remove organic pollutants such as Orange II in waste water.