At present, enzyme-mediated signal amplification strategies have been widely applied in photoelectrochemical (PEC) biosensing systems, while the introduction of natural enzymes onto the surface of photoelectrodes inevitably obstructs the electron transfer due to their insulating properties as proteins, leading to severe damage to photocurrent. In this work, the PdPt bimetallic nanozymes with the efficient peroxidase-like activity were used as alternatives to natural enzymes and amplified PEC biosensing signals via their efficient enzymatic reaction and remarkable enhancement in photocurrent. As a result, photoactive CdS nanorods modified with PdPt bimetallic nanozymes showed a boosted PEC performance compared with the pristine CdS nanorods due to the localized surface plasmon resonance effect and Schottky junction. On the basis of the as-prepared CdS/PdPt photoelectrode, a sensitive split-type glucose oxidase-mediated PEC immunoassay for carcinoembryonic antigen (CEA) detection was successfully constructed. Along with the sandwich immunocomplexing, the subsequently produced hydrogen peroxide (H2O2) can oxidize 4-chloro-1-naphthol into insoluble precipitates to inhibit photocurrent and simultaneously trigger the bio-etching of CdS to further restrain photocurrent signals due to the excellent peroxidase-mimicking activity of PdPt nanozymes. Owing to the synergistic signal amplification fulfilled by PdPt nanozymes, an ultrasensitive immunoassay of CEA was realized with a wider linear range from 1 to 5000 pg/mL and a low detection limit of 0.21 pg/mL, opening a new avenue for building ultrasensitive PEC biosensors with nanozymes.