A novel ternary composite of hemin-graphene-Au nanorods (H-RGO-Au NRs) with high electrocatalytic activity was synthesized by a simple method. And this ternary composite was firstly used in construction of electrochemiluminescence (ECL) immunosensor due to its double-quenching effect of quantum dots (QDs). Based on the high electrocatalytic activity of ternary complexes for the reduction of H2O2 which acted as the coreactant of QDs-based ECL, as a result, the ECL intensity of QDs decreased. Besides, due to the ECL resonance energy transfer (ECL-RET) strategy between the large amount of Au nanorods (Au NRs) on the ternary composite surface and the CdS:Eu QDs, the ECL intensity of QDs was further quenched. Based on the double-quenching effect, a novel ultrasensitive ECL immunoassay method for detection of carcinoembryonic antigen (CEA) which is used as a model biomarker analyte was proposed. The designed immunoassay method showed a linear range from 0.01 pg mL(-1) to 1.0 ng mL(-1) with a detection limit of 0.01 pg mL(-1). The method showing low detection limit, good stability and acceptable fabrication reproducibility, provided a new approach for ECL immunoassay sensing and significant prospect for practical application.