In this work, an enzyme biosensor based on the immobilization of horseradish peroxidase (HRP) on SiO₂/BSA/Au/thionine/nafion-modified gold electrode was fabricated successfully. Firstly, nafion was dropped on the surface of the gold electrode to form a nafion film followed by chemisorption of thionine (Thi) as an electron mediator via the ion-exchange interaction between the Thi and nafion. Subsequently, the SiO₂/BSA/Au composite nanoparticles were assembled onto Thi film through the covalent bounding with the amino groups of Thi. Finally, HRP was immobilized on the SiO₂/BSA/Au composite nanoparticles due to the covalent conjugation to construct an enzyme biosensor. The surface topographies of the SiO₂/BSA/Au composite nanoparticles were investigated by using scanning electronic microscopy. The stepwise self-assemble procedure of the biosensor was further characterized by means of cyclic voltammetry and chronoamperometry. The enzyme biosensor showed high sensitivity, good stability and selectivity, a wide linear response to hydrogen peroxide (H₂O₂) in the range of 8.0 x 10⁻⁶  ~3.72 x 10⁻³ mol/L, with a detection limit of 2.0 x 10⁻⁶ mol/L. The Michaelies-Menten constant K(app)(M) value was estimated to be 2.3 mM.