Cancer has become the leading cause of death worldwide; early diagnosis and treatment of cancers is critical for the survival of the patients. The concentration of cancer markers in easy-to-access biological fluids can provide great assistance in screening for occult primary cancers, distinguishing malignant from benign findings, determining prognosis and prediction for cancer patients. The multiplex detection technology of a panel of cancer markers can greatly increase the accuracy of disease diagnosis. Herein, we briefly fabricate a high-throughput micro-immunoassay based on the electrospun polystyrene (PS) substrates to improve detection sensitivity. The immunoassay was evaluated by analyzing three different cancer biomarkers (AFP, CEA, VEGF). For AFP, CEA, VEGF immunofluorescence assay, the LOD of assay conducted on electrospun PS substrates before or after plasma and the conventional PS substrates were 0.42, 0.10, 1.12 ng/mL, 0.57, 0.09, 1.24 ng/mL, and 159.75, 26.19, 385.59 pg/mL, respectively (P < 0.05). Due to the high porosity and large surface area-to-volume ratio which is the foremost merit of nanostructures, and the plasma treatment which make the hydrophobic PS nanofibers hydropholic, the nanofibers substrates showed sufficient retention of immunoassay functionality and high potential for capture molecules immobilization. Consequently, the immunofluorescence assay conducted on electrospun PS substrates could significantly enhance the sensitivity and limits of detection.