Mesoporous dysprosium oxide microspheres were prepared by using a hydrothermal process and applied as a dynamic sensor for the detection of hydrogen peroxide (H2O2), owing to its high sensitivity in H2O2 electroreduction. Infrared microscopy, transmission electron microscopy, X‐ray photoelectron spectroscopy, field‐emission scanning electron microscopy, and nitrogen adsorption–desorption isotherms were employed to study the porous structure and surface properties of the samples. The detection performance pertains to a broad linear range (1–400 μm, R=0.989), high sensitivity at 19.7 μA mm−1, measurement limit at 1 μm (signal‐to‐noise=3), along with the quick response to meet a 95 % plateau current within 3 s. The dynamic detection of H2O2 released from living breast cancer cells under pro‐inflammatory stimulation was also recorded in real time.