A novel three-dimensional, magnetic and electroactive nanoprobes were constructed for the first time. Using hemin (TPP) as electron mediator, mutli-walled carbon nanotubes with carboxyl groups (MCNTs) as supporter, a novel (MCNTs-TPP-Fe3O4) magnetic nanocomposites were first prepared. Then using alpha-fetoprotein (AFP) as model system, gold nanoparticles (Au NPs) as immobilizing matrix, the AFP/anti-AFP/Au NPs/ MCNTs-TPP-Fe3O4 nanoprobes were prepared and then dropped on the surface of screen-printed working electrode (SPCE) to construct a new amperometric immunosensors for detecting biomakers. The microstructure of different nanoparticles were observed by transmission electron microscopy (TEM) and X-ray fluorescence spectrometery (XRFS). Under optimal experimental conditions, the logarithm of response signal was proportional to the logarithm of AFP concentration from 0.1 to 200 ng/mL, with a correlation coefficient of 0.998. The detection limit was 0.04 ng/mL at a signal-to-noise ratio of 3. The proposed method offered a platform for fast, sensitive and simultaneous determination for serum samples.