Direct electrochemistry of cytochrome c(Cyt c), which was adsorbed on the surface of multi-walled carbon nanotubes (MWNTs), was investigated. The results from electrochemical impedance spectroscopy (EIS) and cyclic voltammetry (CV) suggested that Cyt c could be tightly adsorbed on the surface of MWNTs and MWNTs show an obvious promotion for the direct electrotransfer between Cyt c and electrode. A couple of well-defined and quasi-reversible CV peaks of Cyt c can be observed in a phosphate buffer solution (pH 7.0). Cyt c adsorbed on MWNTs exhibits a remarkable electrocatalytic activity for the reduction of hydrogen peroxide (H2O2). The calculated apparent Michaelis–Menten constant (Kapp m) was 857 μM, indicating a high catalytic activity of Cyt c adsorbed on MWNTs modified electrode to the reduction of H2O2. Based on these, a third generation reagentless biosensor can be constructed for the determination of H2O2.