A horseradish peroxidase (HRP) biosensor was constructed by one step electrodeposition method and the direct electrochemistry of HRP in the biosensor was studied. In the biosensor HRP was immobilized on surface of the glassy carbon electrode (GCE) during the process of the gold nanoparticles (AuNPs) deposition with the help of surfactant cetyltrimethylammonium bromide (CTAB), through which HRP-CTAB-AuNPs/GCE was successfully constructed. HRP-CTAB-AuNPs/GCE can directly catalyze the reduction of peroxides without the electron mediator. SEM and electron dispersive spectroscopy (EDS) were used to characterize the modified electrode. The preparation process of the modified electrode was studied by electrochemical impedance spectroscopy. The electrochemical properties of the modified electrode to hydrogen peroxide, tert-butyl hydroperoxide and cumyl hydroperoxide were studied by electrochemical cyclic voltammetry and current-time curve. Results showed that the modified electrode exhibited good catalytic performances for the detection of hydrogen peroxide, tert-butyl hydroperoxide and cumyl hydroperoxide. The sensitivities for H 2 O 2 , tert-butyl hydroperoxide and cumyl hydroperoxide are 0.0187 A • L/mol, 0.000340A • L/mol and 0.0052 A • L/mol, respectively. The detection limits are 2.3 × 10 −7 mol/L, 8.6 × 10 −6 mol/L and 3.6 × 10 −6 mol/L, respectively.