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The boron-oxide coated iron nanocapsules have been prepared by arc-discharge in a mixture of diborane and nitrogen, and then the boron-nitride coated iron nanocapsules by a subsequent annealing under a nitrogen atmosphere at 1100°C. After the arc-discharge, the boron-oxide coated iron nanocapsules form, which show an  amorphous surface layer of B₂O₃ (and/or B) and a core of γ-Fe, α-Fe, FeB phases. After being annealed, part of the α-Fe phase transforms to the γ-Fe phase, and the FeB phase decomposes while the BN phase forms. The BN shell structure formed in the BN encapsulating iron nanocapsules is incomplete. Magnetic properties of the boron-oxide coated and the boron-nitride coated iron nanocapsules were compared and discussed in terms of the particles sizes, the phase components, and the surface structures.