Electrochemical immunosensors resulting from a combination of the traditional immunoassay approach with modern biosensors and electrochemical analysis constitute a current research hotspot. They exhibit both the high selectivity characteristics of immunoassays and the high sensitivity of electrochemical analysis, along with other merits such as small volume, convenience, low cost, simple preparation, and real-time on-line detection, and have been widely used in the fields of environmental monitoring, medical clinical trials and food analysis. Notably, the rapid development of nanotechnology and the wide application of nanomaterials have provided new opportunities for the development of high-performance electrochemical immunosensors. Various nanomaterials with different properties can effectively solve issues such as the immobilization of biological recognition molecules, enrichment and concentration of trace analytes, and signal detection and amplification to further enhance the stability and sensitivity of the electrochemical immunoassay procedure. This review introduces the working principles and development of electrochemical immunosensors based on different signals, along with new achievements and progress related to electrochemical immunosensors in various fields. The importance of various types of nanomaterials for improving the performance of electrochemical immunosensor is also reviewed to provide a theoretical basis and guidance for the further development and application of nanomaterials in electrochemical immunosensors.