We demonstrate the use of ethylenediamine (ED) functionalized graphene oxide (GO) as the building block in the preparation of ferrocene–graphene nanosheets (Fc–GNs) nanoparticles (NPs) to enhance the electrochemical catalytic ability. The resulting Fc–GNs was characterized by FTIR, AFM, TEM, EDX, and XPS. Furthermore, the electrochemical properties of the Fc–GNs have been investigated in an aqueous solution in detail by preparing Fc–GNs modified glassy carbon electrodes (GCE). One pair of surface-confined redox waves corresponding to the couple of Fc/Fc⁺ is obtained, which indicates that Fc grafted in graphene retains electrochemical activity, and electrochemical impedance spectroscopy indicated that the Fc–GNs has perfect electron transfer (ET) properties. Furthermore, it shows excellent mediation of H₂O₂ based on Fc/Fc⁺ used as ET mediators for the oxidation of H₂O₂ to O₂, suggesting specific properties of Fc–GNs due to a combination of Fc and graphene. An Fc–GNs based sensor for H₂O₂ is fabricated, and it shows excellent stability and sensitivity. This work not only demonstrates the Fc–GNs as a new kind of functional nanomaterial, but also shows promise in the construction of novel chemical and biosensors.