A new strategy to construct electrochemical biosensor for direct electrochemistry of horseradish peroxidase (HRP) on glassy carbon electrode (GCE) based on Nafion, agarose hydrogel and hydrophobic room-temperature ionic liquid (RTIL) 1-butyl-3-methylimidazolium hexafluorophosphate ([bmim]PF(6)) composite as sensing platform has been described. [bmim]PF(6) has good conductivity and wide electrochemical windows and agarose can maintain biological activity well. Nafion/[bmim]PF(6)/agarose composite combines the advantages of [bmim]PF(6) and agarose. Electrochemical impedance spectroscopy (EIS), ultraviolet visible spectroscopy (UV-vis), fourier transform infrared (FT-IR) spectroscopy and cyclic voltammetry (CV) were used to characterize the composite film, showing that the composite film could be effectively constructed on the GCE surface and greatly enhance the electron transfer between HRP and electrode. The factors influencing the performance of the resulting biosensor were studied in detail. The biosensor responded to H(2)O(2) in the linear range from 2x10(-6) to 1.6x10(-4)M with a detection limit of 1.2x10(-7)M (based on the S/N=3). The studied biosensor exhibited good accuracy and high sensitivity. Moreover, the proposed method was economical and efficient.