An amperometric carcinoembryonic antigen (CEA) immunosensor was fabricated based on Prussian blue (PB), nano-calcium carbonate (nano-CaCO3) and nano-gold modified glassy carbon electrode. First, PB as a mediator was deposited on glassy carbon electrode to obtain a negatively charged surface. Then, positive nano-CaCO3 was adsorbed on the PB modified electrode through electrostatic interaction. Subsequently, gold nanoparticles were deposited on the nano-CaCO3/PB modified electrode. The use of two kinds of nanomaterials (nano-CaCO3 and nano-gold) with good biocompatibility as immobilization matrixes not only provides a biocompatible surface for protein loading but also avoids the leaking of PB. The size of nano-CaCO3 was characterized by transmission electron microscopy (TEM). The factors influencing the performance of the immunosensor presented were studied in detail. Under the optimized conditions, cyclic voltammograms (CV) determination of CEA showed a specific response in two concentration ranges from 0.3 to 20 ng mL−1 and from 20 to 100 ng mL−1 with a detection limit of 0.1 ng mL−1 at a signal-to-noise ratio of 3. The immunosensor presented exhibited high selectivity, sensitivity and good stability.