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Abstract Megathrust shear zones are the main fluid transport pathways during the seismic cycle and play a key role in controlling physicochemical alteration. Defining fluid‐rock interaction in wall rocks provides evidence for unraveling the hydrogeology of shear zones and their link to active fluid circulation. We analyzed the variation in concentration, grain size and assemblages of magnetic minerals in the wall rocks of a shallow megathrust (the Sestola Vidiciatico shear zone) where no evidence of high‐frictional heating has been recorded. The Sestola Vidiciatico shear zone preserves evidence of active fluid circulation and stress‐switch during the last brittle phases of the Early to Middle Miocene subduction of the Adriatic plate beneath the frontal prism of the European plate. Magnetic properties indicate low bulk heat transfer during the seismic cycle. Changes in magnetic mineral concentrations highlight iron depletion from clay minerals and dissolution of iron‐oxides for interaction with exotic fluids during the coseismic phase. The relative distribution of Fe‐oxides and goethite suggests migration of Fe‐enriched fluids along fractures during the coseismic/postseismic phase, followed by precipitation for interaction with local fluids. Subsequent alteration and weathering of magnetic minerals, accompanied by the formation of hematite and maghemite, are related to partial oxidation during the interseismic phase. Heterogeneity in magnetic mineral distribution supports active fluid circulation during repeated seismic events and/or exhumation. Rock magnetic characterization of wall rocks in exhumed megathrust represents a promising tool to better understand the role of fluid migration and redox conditions during seismic cycles in subduction zones.