Graphene has become an attractive material in the field of electrochemical detection owing to its unique electrical properties. Although the simple stacking structures of two-dimensional (2D) graphene sheets can provide excellent detection properties, a macroscopic three-dimensional (3D) structure needs to be constructed to enhance its functional properties. Graphene with a 3D structure has elegant functions, unlike graphene with a 2D structure. These properties include a large specific surface area, easy loading of nanomaterials with electrocatalytic and redox functions, and so on. Herein, we outline the preparation methods (self-assembly, chemical vapor deposition, templates, and 3D printing) for 3D graphene structures for obtaining excellent detection performance and applications in detecting biological molecules, bacteria, and cells. Furthermore, this review focuses on the improvement of the detection performance and enhancement of the applicability of graphene-based electrochemical sensors. We hope that this article will provide a reference for the future development of electrochemical sensors based on 3D graphene composites.