Electrochemical sensing of carcinoembryonic antigen (CEA) on a gold electrode modified by the sequential incorporation of the mediator, thionine (Thi), and gold nanoparticles (nano-Au), through covalent linkage and electrostatic interactions onto a self-assembled monolayer configuration is described in this paper. The enzyme, horseradish peroxidase (HRP), was employed to block the possible remaining active sites of the nano-Au monolayer, avoid the non-specific adsorption, instead of bovine serum albumin (BSA), and amplify the response of the antigen-antibody reaction. Electrochemical experiments indicated highly efficient electron transfer by the imbedded Thi mediator and adsorbed nano-Au. The HRP kept its activity after immobilization, and the studied electrode showed sensitive response to CEA and high stability during a long period of storage. The working range for the system was 2.5 to 80.0 ng/mL with a detection limit of 0.90 ng/mL. The model membrane system in this work is a potential biosensor for mimicking the other immunosensor and enzyme sensor.