Taking advantages of the striking properties of both self-assembly and biocatalysis, a highly sensitive glucose electrochemical biosensor was proposed by using DNA–GE as biocatalysis target-guide to deposit Au nanoparticles (AuNPs). AuNPs interacted with thiol and amino groups of DNA strands, which make the reaction much easier and faster. Furthermore, the proposed AuNPs/glucose oxidase (GOx)/DNA–GE/glassy carbon (GC) modified electrode achieved the direct electrochemistry and electrocatalysis of GOx. The growth of AuNPs was confirmed by scanning electron microscopy and electrochemical methods. The characterizations of the electrode modified after each assembly step and the content of AuNPs on the electrode surfaces during the growth process were investigated by cyclic voltammetry. The amount of AuNPs was relative to the amount of glucose oxidized accompanying with the biocatalytic process of GOx. The biosensor showed a linearity with glucose concentration in the range of 0.8–50 μM with a detection limit of 0.3 μM (S/N = 3). The sensitivity was 2.4 × 104 μA mM−1. The combination of self-assembly and biocatalysis offers the new design of enzymatic biosensors with potential applications in direct electrochemistry and biocatalysis.