A semiconductor device structure is provided. The semiconductor device structure includes a substrate, and the substrate includes a first region and a second region. The semiconductor device structure includes a first conductive structure formed over the first region of the substrate and a bottom magnetic layer formed over the second region of the substrate. The semiconductor device structure also includes a second conductive structure formed over the bottom magnetic layer and a first insulating layer formed over a sidewall surface of the first conductive structure. The semiconductor device structure further includes a second insulating layer formed over the first insulating layer, and the second insulating layer has a stair-shaped structure.