In this paper, gold nanoparticle-thionine-reduced graphene oxide (GNP-THi-GR) nanocomposites were prepared to design a label-free immunosensor for the sensitive detection of carcinoembryonic antigen (CEA). The nanocomposites with good biocompatibility, excellent redox electrochemical activity and large surface area were coated onto the glassy carbon electrode (GCE) surface and then CEA antibody (anti-CEA) was immobilized on the electrode to construct the immunosensor. The morphologies and electrochemistry of the formed nanocomposites were investigated by using scanning electron microscopy (SEM), ultraviolet-visible (UV-vis) spectrometry, electrochemical impedance spectroscopy (EIS) and cyclic voltammetry (CV). CV and differential pulse voltammetry (DPV) studies demonstrated that the formation of antibody-antigen complexes decreased the peak current of THi in the GNP-THi-GR nanocomposites. The decreased currents were proportional to the CEA concentration in the range of 10-500 pg/mL with a detection limit of 4 pg/mL. The proposed method was simple, fast and inexpensive for the determination of CEA at very low levels.