An organized multi-components hybrid material, constructed by mesopores cellular foam silicate (MCFs) and quantum dots (QDs), was designed for the immobilization and biosensing of protein. The negative CdTe QDs were assembled on the surface of mesopores in amino group functionalized MCFs through electrostatic interaction to form QDs-MCFs hybrid material, which was used as the matrix to immobilize myoglobin (Mb) and fabricate modified protein electrode (Mb-QDs-MCFs/GC). FT-IR, UV-vis and PL spectroscopies were used to monitor the assembly process and also demonstrated that Mb was immobilized into the hybrid matrix without denaturation. Compared with the Mb-MCFs/GC electrode, the Mb-QDs-MCFs/GC electrode could not only realize enhanced direct electrochemistry but also display better sensitivity and wider linear range to the detection of hydrogen peroxide. The experiment results demonstrate that the hybrid matrix provides a biocompatible microenvironment for protein and supplies a necessary pathway for its direct electron transfer.