The heme‐undecapeptide microperoxidase‐11 (MP‐11) was immobilized on mesoporous antimony‐doped tin oxide (ATO) thin‐film electrodes modified with the positively charged binding promotor polydiallyldimethylammonium chloride. Surface concentrations of MP‐11 of 1.5 nmol cm−2 were sufficiently high to enable spectroelectrochemical analyses. UV/Vis spectroscopy and resonance Raman spectroscopy revealed that immobilized MP‐11 adopts a six‐coordinated low‐spin conformation, as in solution in the presence of a polycation. Cathodic reduction of hydrogen peroxide at potentials close to +500 mV versus Ag/AgCl indicates that the reaction proceeds via a Compound I‐type like intermediate, analogous to natural peroxidases, and confirms mesoporous ATO as a suitable host material for adsorbing the heme‐peptide in its native state. A hydrogen peroxide sensor is proposed by using the bioelectrocatalytic properties of the MP‐11‐modified ATO.