Electrochemical detection of hydrogen peroxide has achieved rapid development, due to the wide presence in industrial production, everyday life, bioprocess and green energy chemistry, etc. Many three‐dimensional structures have emerged as state‐of‐the‐art electrocatalysts due to their fascinating structures and electrochemical properties. This review summarizes free‐standing three‐dimensional electrocatalysts based on metal, metal oxide, carbon & silicon, and unconventional materials for detection of hydrogen peroxide with low limit of detection, wide range and fast response. The work also highlights their applications in near neutral conditions, especially their ability for single cell detection and mapping in biological environment. Further exploration into these materials together with devices design will facilitate the development of next‐generation detection technologies toward in situ and real‐time detection and contribute to wearable/portable smart detection electronics.