In this work, ionic liquid (IL) of 1-propyl-3-methyl imidazolium chloride-functionalized silica-mesostructured cellular foam (MCF) was prepared. The obtained MCF-IL was used to construct the Fe(CN)63−-confined electrode (MCF-IL-Fe(CN)63−/PVA) and H2O2 electrochemical behavior on the electrode was investigated. It was found that H2O2 was oxidized on the freshly prepared electrode while catalytically electro-reduced on the acid pretreated one. Cyclic voltametric results revealed that the real catalyst for catalytic reduction of H2O2 was Prussian blue (PB) rather than Fe(CN)63−. The electrocatalytic ability of the acid-pretreated MCF-IL-Fe(CN)63−/PVA electrode offered a wide linear range for H2O2 detection. The present study on H2O2 electrochemical behavior on an MCF-IL-Fe(CN)63−/PVA electrode might provide useful information for further developing integrated Fe(CN)63−-mediated biosensors as H2O2 is extensively involved in the classic reaction containing oxidase enzymes.