Aggregation of α-Synuclein (α-Syn) in Lewy bodies is largely responsible for the demise and death of dopamine neurons. Oxidative stress associated with the aggregation-induced oxidative damage is considered as a possible origin of the toxicity. However, the cellular mechanism of H2O2 in the aggregation of α-Syn remains a debate, i.e., whether the aggregation is caused by endogenously secreted or exogenous H2O2 from upstream. Here, we report on the development of an ultrasensitive plasmonic assay with a designed nanoplasmonic probe to unravel the role of H2O2 in the aggregation of α-Syn. The nanoplasmonic probe is composed of a Au nanoparticle with surface-attached double-stranded DNA and horseradish peroxidase (HRP). In the presence of H2O2, HRP initiates the polymerization of aniline, which in turn results in the in situ formation of a layer of conducting polymer on the nanoplasmonic probe. By monitoring the associated plasmonic response, we can sensitively detect H2O2 with a remarkably low detection limit of 8 nM. With this ultrasensitive plasmonic assay, we find that exogenous H2O2 plays a dominant role for the aggregation of α-Syn in vitro, whereas the contribution from endogenously secreted H2O2 is negligible.