In this study, three nano-materials comprising gold–platinum nanoparticles (Au–PtNPs), horseradish peroxidase nanoparticles (HRPNPs) and nickel hexacyanoferrate nanoparticles (NiHCFNPs) were used to construct a signal-off immunosensor. Au–PtNPs and NiHCFNPs were assembled on a glass carbon electrode (GCE) by electrodeposition and gold–cyanide bond formation, respectively; anti-fetoproteins (anti-AFP) were immobilized on the Au–PtNPs. HRPNPs were employed to block the possible remaining active sites and avoid nonspecific adsorption. Here, NiHCFNPs served as redox probes, while Au–PtNPs and HRPNPs were used for the synergistic catalysis of H₂O₂ to amplify the signal. With more and more immunocomplex produced by the antibody–antigen reaction covering the biosensing surface, thus hindering electron transfer, the catalytic peak current will decrease quantitatively in relation to the concentration of target antigen. The resulting immunosensors exhibited a fast response and excellent sensitivity to α-fetoprotein (AFP), and showed two linear ranges in the concentration ranges of 0.06–13 ng mL⁻¹ and 13–200 ng mL⁻¹ with a detection limit of 0.017 ng mL⁻¹.