Herein a split‐type photoelectrochemical (PEC) immunosensor based on in situ grown gold nanoparticles (Au NPs) on the surface of ZnO microrods (ZnO MRs) was devised for the detection of alpha‐fetoprotein (AFP) by employing dopamine (DA)‐loaded liposomes as the signal amplification strategy. Specifically, as the level of AFP rises, a proportional number of sandwich‐type immunocomplexes form in the well of the microplate, which can introduce a corresponding amount of DA‐encapsulated liposomes at the same time. Encapsulated DA molecules will be released with the stimulation of Triton X‐100, thereby resulting in the marked enhancement of the PEC signal. Under optimized conditions, the proposed PEC immunosensing platform displays specific photocurrent responses toward AFP in a broad dynamic working range of 0.05 −50 ng mL−1, achieving an impressively low limit of detection (LOD) of 18.7 pg mL−1. Furthermore, this methodology not only displays high specificity, and satisfactory storage stability but also ensures acceptable accuracy and practicality for the analytical applications of human serum samples.