The growth and structural characterization of Fe3O4/MgO superlattices on MgO(001) and Fe-coated MgO(001) are compared. Long modulated coherence and sharp interface are revealed by X-ray diffraction and reflection high energy electron diffraction (RHEED). For the superlattice grown directly on MgO(001), high crystalline quality is comparable to the previous report on the oxide superlattice system. For the superlattice grown on Fe/MgO(001), both chemical and lattice spacing modulations are maintained which is different from the polycrystlline structure of the Fe3O4/NiO grown on Ni-based system. This superiority of the growth on Fe-coated surface results from both the smaller lattice mismatch and the oxidation state of Fe relative to MgO. The changes of the RHEED intensity during the growth of these superlattices are also measured. The evolution of the oxide interface during the growth of Fe3O4/MgO is quantitatively presented.