The selective and quantitative detection of cellular H2O2 is essential for understanding its roles in physiology and pathology. A new electrochemical H2O2 biosensor, fabricated by immobilizing horseradish peroxidase onto dendritic mesoporous silica nanoparticles (HRP/DMSNs), is employed for living cell H2O2 detection. Taking advantage of the large pore volume and highly accessible internal surface areas of DMSNs, HRP/DMSNs display higher enzymatic loading, better stability and bioactivity in comparison with HRP on nonporous silica nanoparticles (NSNs). Therefore, a HRP/DMSN modified GCE (HRP/DMSNs/GCE) shows attractive electrochemical performance for sensitive and selective detection of H2O2 in 0.1 M pH 7.0 PBS, with a low Kappm value of 11.48 μM and a low detection limit of 0.11 μM. In addition, HRP/DMSNs/GCE is successfully applied to detect H2O2 released from a PC12 cell triggered by ascorbic acid (AA). The detected H2O2 amount is close to the reported values. The developed biosensor has potential in the dynamic detection of the flux of H2O2 from living cells for further evaluation of oxidative stress in cells.