Magnetic nanosystems (MNSs) consisting of magnetic iron oxide nanoparticles (IONPs) coated by human serum albumin (HSA), commonly used as a component of hybrid nanosystems for theranostics, were engineered and characterized. The HSA coating was obtained by means of adsorption and free radical modification of the protein molecules on the surface of IONPs exhibiting peroxidase-like activity. The generation of hydroxyl radicals in the reaction of IONPs with hydrogen peroxide was proven by the spin trap technique. The methods of dynamic light scattering (DLS) and electron magnetic resonance (EMR) were applied to confirm the stability of the coatings formed on the surface of the IONPs. The synthesized MNSs (d ~35 nm by DLS) were intraarterially administered in tumors implanted to rats in the dose range from 20 to 60 μg per animal and studied in vivo as a contrasting agent for computed tomography. The long-term (within 14 days of the experiment) presence of the MNSs in the tumor vascular bed was detected without immediate or delayed adverse reactions and significant systemic toxic effects during the observation period. The peroxidase-like activity of MNSs was proven by the colorimetric test with o-phenylenediamine (OPD) as a substrate. The potential of the synthesized MNSs to be used for theranostics, particularly, in oncology, was discussed.