Although Prussian-blue (PB) is an attractive peroxidase mimetic catalyst for hydrogen peroxide (H2O2) sensing, its utilization is challenging in composite film-based sensor systems. It loses physical integrity and electroactivity by the OH− ion released from the catalytic reactions. For this reason, extensive research efforts have been devoted to improving PB’s stability. In this work, we report an H2O2 sensing system based on carboxymethyl cellulose (CMC), polyaniline (PANI), and PB nanoparticles (PBNPs). Electrochemical polymerization of aniline in the presence of CMC provided a conductive matrix for the immobilization of PBNPs. A spontaneous and sequential in situ production strategy of PBNPs (sp-PB and sis-PB) on such a matrix was evaluated, employing a repeating layer-by-layer (LbL) assembly strategy to improve the electrochemical performance of the sensor electrode. With this technique, PBNPs have been gradually formed within the composite film by diffusion (spontaneously) and electrochemical driving force instead of being subsequently inserted into the conductive polymer film. The sensing system constructed via sis-PB provided excellent analytical performances on H2O2 sensing compared to that obtained by sp-PB. Furthermore, the LbL-assembling of the sis-PB-envisaged CMC:PANI matrix as a catalyst-polymer 3D-hybrid framework has proven effective in developing PBNPs-based electrochemical sensors used for the detection of H2O2 in tap water.