A sensitive sandwich-type electrochemical immunosensor based on polyacrylonitrile-g-poly(hydroxyethyl methacrylate) (PAN-g-PHEMA)/graphene oxide (GO) composites was prepared for the ultrasensitive detection of tumor markers (alpha fetal protein, AFP as a model). The functional polymer brush was efficiently prepared by the union of cyano click chemistry and controlled/“living” radical polymerization (CRP). The designed immunosensor showed a low limit of detection (LOD, ∼0.285 pg mL⁻¹), with a wide detection range (2.5 × 10¹ to 2.5 × 10⁴ pg mL⁻¹) (R² = 0.9876). The electrochemical immunosensor also exhibited high sensitivity, favorable stability, excellent reproducibility and good selectivity towards AFP. Moreover, the immunosensor could be applied to the analysis of AFP in serum samples with satisfactory results. This present work may provide a general model for the detection of tumor markers based on sandwich-type immunosensors.