A porous gadolinium oxide spherically hierarchical structure (Gd2O3‐ms) has been developed by using a hydrothermal method to perform enzymeless dynamic detection of hydrogen peroxide (H2O2), based on its high sensitivity in electrocatalytic reduction of H2O2. X‐ray diffraction, X‐ray photoelectron spectroscopy, field‐emission scanning electron microscopy, transmission electron microscopy, and high‐resolution transmission electron microscopy have assisted in shedding light on the morphology, material formation process, structure, and properties of the porous gadolinium oxide microspheres. The linear range from 1 to 450 μM (linear correlation coefficient 0.991), sensitivity of 13.9 μA mM−1, and fine detection limit with a prompt current response attaining stable value were achieved by this enzymeless sensor, which was also employed to implement the dynamic tracing of H2O2‐releasing processes.