In order to immobilize enzyme to multi-wall nanotube (MWNT), the MWNT was coated by the electrochemical polymerization of aniline. The horseradish peroxide (HRP) was immobilized on the surface of the polyaniline (PANI)-coated MWNT (PANI-MWNT film) by using gold nanoparticle (physical immobilization). The HRP was also immobilized on the surface of PANIMWNT film by using 2-aminothiophenol and Au nanoparticle (self-assembling immobilization). HRP was immobilized on the surface of PANI-MWNT electrode by using glutaric dialdehyde (covalent immobilization). The sensing efficiency of HRP-MWNT electrodes for H2O2 was evaluated by amperometric method. The sensing efficiency of HRP-MWNT electrodes for H2O2 was as following order; physical immobilization > covalent immobilization > self-assembling immobilization.