Enzymatic cascades are routinely used for electroanalysis of redox inactive species that can be enzymatically converted into species electroactive at moderate potentials, such as H2O2 produced by FAD‐dependent oxidases oxidising their substrates by O2. However, such cascades adaptation to micro‐biosensors is limited by enhanced mass‐transfer of produced H2O2 into solution, not to the sensing layer. Here, bi‐enzyme sensors for glucose or glutamate, produced by cross‐linking peroxidase and oxidases on carbon‐nanotube‐modified graphite macro‐electrodes (Gr), showed the from 0.1 to 10 mM glucose/glutamate linear response, while bio‐modified 5 μm carbon fibre electrodes (CFE) were mute due to fast transfer of enzymatically produced H2O2 into solution. By replacing peroxidase with peroxidase‐mimicking hemin in polyethyleneimine, the sensitivity of detection at Gr improved 3‐fold, enabling 2.8 μM glucose and 4.5 μM glutamate limits of detection, but not at CFE. Fast mass‐transfer of H2O2 from CFE to solution was restricted by the Nafion membrane facilitating glucose detection at CFE with a sensitivity of 1.67 A cm−2 M−1, at −0.6 V, escaping interference from other brain‐fluid components, redox‐inactive at this potential. Such membrane‐restricted cascade system provides the analytical access to a large group of enzymes that can be integrated in multiple enzymatic cascades for biosensing at microelectrodes.