It is an object of the present invention to provide magnetic substance-encapsulated particles which have uniform magnetism, high dispersion stability and a narrow particle size distribution, a method of producing the same, particles for immunoassay formed by using the magnetic substance-encapsulated particles and a method of immunoassay in which the magnetic substance-encapsulated particles or the particles for immunoassay are used.The present invention relates to a magnetic substance-encapsulated particle, which comprises an organic polymer material and a magnetic substance having an average particle size of 1 to 30 nm, the magnetic substance being contained within a particle in a state of being dispersed.