A film consisting of poly(γ-glutamic acid) modified with 3-aminothiophene (ATh-γ-PGA) was prepared by macromolecular self-assembly and electropolymerization. ATh-γ-PGA is amphiphilic and electrically conductive. The copolymers undergo self-assembly to form nanoparticles (NPs) on decreasing the pH value of an aqueous solution. A conducting film of NPs was formed on the surface of a gold electrode by casting the ATh-γ-PGA NPs and subsequently electropolymerizing the thiophene units. Next, horseradish peroxidase and Nafion were cast onto the film to obtain an enzymatic biosensor for H2O2. Due to the electropolymerization step, a cross-conjugated polymer network is created that improves electron transfer rates and thus enhances the response. This endows the biosensor with high sensitivity. Two linear ranges are present, the first ranging from 1 × 10−11 to 1 × 10−8 mol·L−1, and the second from 1 × 10−8 to 1 × 10−5 mol·L−1. The detection limit is as low as 3 × 10−12 mol·L−1. The sensor is stable, repeatable, and was successfully applied to the determination of H2O2 in a commercial disinfecting solution.