The present work describes the development of a selective, sensitive and stable sensing microsensor for scanning electrochemical microscopy (SECM) to measure H2O2 during electrochemical reduction of oxygen. The microsensor is based on graphene and Poly(3,4‐ethylenedioxythiophene) composite as support to iron (III) hexacyanoferrate (II) (PEDOT/graphene/FeIII4[FeII(CN)6]3 microsensor). The electrochemical properties of the PEDOT/graphene/FeIII4[FeII(CN)6]3 microsensor were investigated by cyclic voltammetry (CV) and scanning electrochemical microscopy (SECM). The PEDOT/graphene/FeIII4[FeII(CN)6]3 microsensor showed an excellent electrocatalytic activity toward hydrogen peroxide (H2O2) reduction with a diminution of the overpotential of about 500 mV in comparison to the process at a bare gold microelectrode. The microsensor presented excellent performance for two dimensional mapping of H2O2 by SECM in 0.1 mol L−1 phosphate buffer solution (pH 7.0). Under optimized conditions, a linear response range from 1 up to 1000 µmol L−1 was obtained with a sensitivity of 0.08 nA L µmol−1 and limit of detection of 0.5 µmol L−1.