In this work, a label-free photoelectrochemical (PEC) immunosensor was developed for ultrasensitive detection of insulin based on MWCNTs@SnS2@CdS nanocomposites. As graphene-like 2D nanomaterial, SnS2 nanosheets loaded on the conducting framework of multi-walled carbon nanotubes (MWCNTs) were adopted for the construction of immunosensor for the first time, providing a favorable substrate for in-situ growth of CdS nanocrystal that had suitable band structure matching well with SnS2. The well-matched band structure of these two metal sulfides effectively inhibited the recombination of photogenerated electron-hole pairs, thus improving the photo-to-current conversion efficiency. Besides, the introduction of MWCNTs facilitated electron transfer across the surface of electrodes, leading to a further increment of photocurrent. The as constructed label-free PEC immunosensor based on MWCNTs@SnS2@CdS nanocomposites exhibited excellent PEC performance for the detection of insulin. The concentrations of insulin could be directly detected based on the decrement of photocurrent that was brought by the increased steric hindrances due to the formation of antigen-antibody immunocomplexes. Under the optimal conditions, the PEC immunosensor had a sensitive response to insulin in a linear range of 0.1pgmL(-1) to 5ngmL(-1) with a detection limit of 0.03pgmL(-1). Meanwhile, good stability and selectivity were achieved as well. The design and fabrication of this PEC immunosensor based on MWCNTs@SnS2@CdS nanocomposites not only provided an ideal platform for the detection of insulin, but also opened up a new avenue for the development of immunosensor for some other biomarkers analysis.