In this study, a non‐enzymatic electrochemical sensor was developed based on bracelet‐like Au@Pt nanoparticles (B−Au@Pt NPs) and used for extremely sensitive detection of hydrogen peroxide (H2O2). The uniquely shaped B−Au@Pt NPs with a well‐defined core–shell structure were synthesized by a combination of seed‐mediated growth and electrostatic self‐assembly, especially using both sodium citrate (SC) and cetyltrimethylammonium chloride (CTAC). Through characterization by dynamic light scattering (DLS), high‐resolution transmission electron microscopy (HRTEM) and UV/Vis absorption spectra, it was evident that each Au NP was surrounded by several ultrasmall Pt NPs, all of which were detached from and lose contact with Au cores. Compared with sea urchin‐like Au@Pt NPs (S−Au@Pt NPs) synthesized only by a seed‐mediated growth, B−Au@Pt NPs presented obvious electrochemical response and exhibited substantially enhanced electrocatalytic activity towards H2O2 reduction. This H2O2 sensor, denoted as B−Au@Pt NPs/GCE (GCE=glassy carbon electrode), with enhanced sensitivity, has shown much better sensing performance than other sensors based on Pt reported earlier, particularly the high sensitivity of 882.2 μA mM−1 cm−2. Moreover, this non‐enzymatic electrochemical sensor based on B−Au@Pt NPs may offer the potential for sensitive detection of H2O2 in aquatic environmental monitoring.