The optical trapping and the self-assembly of silica spheres suspended in the Fe3O4 magnetic fluid were investigated by using a single focused laser beam. It is found that a three dimensional and ordered assembly of silica spheres can be realized in the magnetic fluid while only a two dimensional assembly can happen in aqueous solution of silica spheres with the same laser power. The transversal gradient forces exerted on the silica spheres were determined with the Stokes' law when the silica spheres dispersed in the magnetic fluid and in the water, respectively. It is shown that the transversal gradient forces acting on silica spheres suspended in the magnetic fluids are smaller than that on the silica spheres suspended in water due to the increase of the effective permittivity of surrounding medium. In addition, the morphologies of the assembling structure were investigated with SEM. It is shown that the silica spheres are covered with a layer of magnetic nanoparticles which dramatically enhances the efficiency, the ordering and the stability of the assembly.