Owing to the maximum utilization efficiency of the metal atoms, single-atom catalysts (SACs), which have higher catalytic activity and selectivity than traditional nanocatalysts, have been used as sensing materials for signal amplification and sensitive detection of biomolecules. Recently, single-atom Au catalysts have attracted attention. Au nanoparticles have high catalytic activity, and the loading efficiency on the support can be further increased by downsizing Au nanoparticles to single atoms. Compared with other oxide supports, the higher density of vacancies on the CeO2 surface can accommodate more Au atoms, and thereby CeO2 can stabilize more metal atoms. In this paper, we describe an electrochemical sensor based on Au–CeO2 nanocomposites for ultrasensitive and highly selective detection of H2O2 released from A549 cells by immobilizing single-atom Au on specific facets of CeO2. Due to the abundant oxygen vacancies on the surface and the strong interactive effect between Ce ions and Au atoms, this sensor displayed excellent electrochemical performance, with a detection limit of 1.4 nM. The synergistic effect of CeO2 and Au atoms also resulted in high catalytic activity and stability. This study shows that the single-atom nanozyme sensing strategy can be applied to the sensitive detection of reactive oxygen species. Thus, single-atom sensors have broad application prospects in clinical analysis and physiology.