A new kind of water treatment composite was prepared by melt blend for diesel oil and chromium (VI) absorption, Ethylene Propylene Diene Monomer (EPDM) was the matrix, calcinatory Fe2O3 and anion exchange resin were the fillers. This composite can suspend in water-oil contact. The results showed that the diesel oil absorbencies were step-down and chromium (VI) absorbencies increased continuously as anion exchange resin loadings from 1% to 7%. The composite can adsorb diesel oil and chromium (VI) simultaneously. The optimized proportion of calcinatory Fe2O3 and anion exchange resin in composite was 17/3. This composite was a low cost and convenient new material for waste water treatment.