Detection sensitivity of an electrochemical immunosensor mainly depends on the accessible distance toward the sensing interface; regulating the electrochemical interfacial region thereon is an effective strategy for signal amplification. Herein, a photothermal-regulated sensing interface was designed based on a near-infrared (NIR)-responsive hydrogel probe for ultrasensitive detection of human epididymis protein 4 (HE4). Silver nanoparticle-deposited graphene oxide nanosheet (AgNPs@GO) hybrids as electrochemical signal tags and a photothermal transducer, which were encapsulated in the poly(-isopropylacrylamide) (pNIPAM) hydrogel, were used to develop the NIR-responsive GO@AgNPs-pNIPAM hydrogel probe. Under NIR light irradiation, the excellent photothermal effect of AgNPs@GO hybrids not only rapidly converted NIR light into heat for temperature readout but also triggered the shrinkage behavior of the hydrogel for electrochemical signal amplification. Compared with the conventional sandwich immunoassay, the shrinkage behavior of the hydrogel signal probe endowed itself with interface regulation capability to improve the electrochemical reaction efficiency; on the basis of ensuring the extended outer Helmholtz plane (OHP) region, the proposed photothermal-induced interface regulation also shortened the OHP, leading to higher sensitivity. Moreover, the obtained dual-mode signals provided satisfactory accuracy for the detection of tumor markers. Therefore, this detection scheme provided an opportunity for the broad applications of the photothermal effect in clinical diagnosis.