The hydrogen peroxide (H2O2) levels in living organisms and environment have strong effects on many biological processes inducing cell apoptosis/cell necrosis and wound disinfection. Therefore, it is important to have an accurate and in situ detection of H2O2. Herein, an AuPd@FexOy nanozyme-based electrochemical (EC) sensor (termed as AuPd@FexOy NPs/GCE) with good stability and anti-interference ability has been prepared for the detection of H2O2 by differential pulse voltammetry (DPV) and chronoamperometry dual-measurement modes. The AuPd@FexOy NPs/GCE exhibits good linear relationships in the ranges from 13.0 to 6.0 × 103 μM (DPV measurement) and 50 to 1.0 × 103 μM (chronoamperometry measurement), low detection limits (LODs) of 1.6 μM (DPV measurement) and 3.0 μM (chronoamperometry measurement) and high sensitivities of 83.8 nA μM-1 cm-2 (DPV measurement) and 120.7 nA μM-1 cm-2 (chronoamperometry measurement). The practicability of the as-prepared AuPd@FexOy NPs/GCE has been demonstrated by an in situ real-time detection of H2O2 released from adherent living MCF-7 cells triggered by varying amounts of N-formyl-L-methionyl-L-leucyl-L-phenylalanine (FMLP) from 0.5 to 3.0 μM and the quantitative determination of H2O2 in commercial disinfectants.