A sensitive amperometric sensor has been constructed for the determination of hydrogen peroxide (HP). It is based on a glassy carbon electrode modified with a composite made from thionin, EDTA, multiwalled carbon nanotubes, and chitosan. Thionin was covalently immobilized on the surface of the electrode. The sensor exhibits a powerful electrocatalytic activity for the reduction of HP. The amperometric signal is proportional to the concentration of HP in the range from 0.2 μM to 85.0 μM, with a detection limit of 0.065 μM. The sensor displays excellent selectivity, good reproducibility and long-term stability.