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Volatile organic compounds (VOCs) and Hg adversely affect the health of communities in coal-based economies in countries that depend on coal-fired power plants. In this study, biochar with incorporated Mn–Fe oxide composite was synthesized by co-ball milling of metal ions and biomass, followed by in situ pyrolysis carbonization and oxidation. The scanning electron microscopy (SEM) result shows that the generated metal oxides were incorporated into the biochar matrix rather than being physically deposited. By avoiding wet impregnation in the MnFe loading process, abundant functional groups were preserved on the surface of the materials. MnFe oxide homogeneity and dispersion on biochar were effectively promoted by mechanochemical synthesis for 4 h and showed high Mn and Fe oxidation states and a large amount of Lewis acid of 56.47 mol/g. Effectively promoted by these properties, the Mn–Fe oxides/biochar composite efficiently purified Hg0and VOC by adsorption and catalytic oxidation from simulated coal-fired flue gas. The mutual inhibitory effect between Hg0and o-xylene is pounced at high reaction temperatures when catalytic oxidation dominated. The mechanochemical strategy endowed the Mn–Fe oxides/biochar composite with strong magnetic properties, showing a saturation magnetization of 24.33 emu/g, which enabled 100% separation of the material from coal-fired fly ash.