Arrays of nanoscopic gold tubes were prepared by electroless plating of the metal within the pores of nanoporous polycarbonate track-etched membranes. A procedure for fabricating an ensemble of enzyme-modified nanoelectrodes has been developed based on the efficient immobilization of horseradish peroxidase (HRP) to the gold nanotubes array using self-assembled monolayers (mercaptoethylamine or mercaptopropionic acid) as anchoring layers. Hydrogen peroxide (H2O2) was determined electrochemically by using gold nanoelectrode ensembles (NEE) functionalized or not in phosphate buffer solution (PB) with or without a mediator (hydroquinone, H2Q). Bare NEE displays a remarkable sensitivity (14 μA mM−1 in H2Q at −0.1 V versus Ag/AgCl) compared to a classical gold macroelectrode (0.41 μA mM−1). The gold nanoparticles that form the tubular structure act as excellent catalytic surfaces towards the oxidation and the reduction of H2O2. The HRP modified NEE presents a slightly lower sensitivity (9.5 μA mM−1) than bare NEE. However, this system presents an enhanced limit of detection (up to 4 × 10−6 M) and a higher selectivity towards the detection of H2O2 over a wide range of potentials. The lifetime, fabrication reproducibility and measurement repeatability of the HRP enzyme electrode were evaluated with satisfactory results.