A new signal amplification strategy based on thionine (TH)-doped magnetic gold nanospheres as labels and horseradish peroxidase (HRP) as enhancer holds promise to improve the sensitivity and detection limit of the immunoassay for carcinoembryonic antigen (CEA), as a model protein. This immunoassay system was fabricated on a carbon fiber microelectrode (CFME) covered with a well-ordered anti-CEA/protein A/nanogold architecture. The reverse micelle method was initially used for the preparation of TH-doped magnetic gold nanospheres (nanospheres), and the synthesized nanospheres were then labeled on HRP-bound anti-CEA as a secondary antibody (bionanospheres). Sandwich-type protocol was successfully introduced to develop a new high-efficiency electrochemical immunoassay with the labeled bionanospheres toward the reduction of H2O2. Under optimized conditions, the linear range of the proposed immunoassay without HRP as enhancer was 1.2-125 ng/mL CEA, whereas the assay sensitivity by using HRP as enhancer could be further increased to 0.01 ng/mL with the linear range from 0.01 to 160 ng/mL CEA. The developed immunoassay method showed good precision, high sensitivity, acceptable stability and reproducibility, and could be used for the detection of real samples with consistent results in comparison with those obtained by the enzyme-linked immunosorbent assay (ELISA) method.