The difficulty in elucidating the microenvironment of extracellular H2O2 efflux has led to the lack of a critical extracellular link in studies of the mechanisms of redox signaling pathways. Herein, we mounted horseradish peroxidase (HRP) to glycans expressed globally on the living cell surface and constructed an interception proximity labeling (IPL) platform for H2O2 efflux. The release of endogenous H2O2 is used as a "physiological switch" for HRP to enable proximity labeling. Using this platform, we visualize the oxidative stress state of tumor cells under the condition of nutrient withdrawal, as well as that of macrophages exposed to nonparticulate stimuli. Furthermore, in combination with a proteomics technique, we identify candidate proteins at the invasion interface between fungal mimics (zymosan) and macrophages by interception labeling of locally accumulated H2O2 and confirm that Toll-like receptor 2 binds zymosan in a glycan-dependent manner. The IPL platform has great potential to elucidate the mechanisms underlying biological processes involving redox pathways.