Nanolabels composed of multiple small molecules have shown great potential as the signal tags of immunoassays. However, their practical applications are limited by the complex preparation and modification procedures. This study proposed the design of multifunctional nanoparticles as the signal labels of fluorescent immunoassays, which were prepared by the self-assembly of biotinylated pyrene-phenylalanine (bio-PyF) monomers. The recognition elements of biotin moieties on the nanoparticles enabled their attachment on the sensor surface through streptavidin–biotin interactions. The tetrameric streptavidin proteins serving as the crosslinkers induced the in-situ assembly of bio-PyF nanoparticles (bio-PyFNPs) into network architectures on the sensor interface, thus achieving the second signal amplification. The captured nanoparticles were disrupted into a large number of signal reporters with pyrene tags under external surfactant stimulus. The inherent fluorescent property of pyrene allowed for the detection of targets with high simplicity and sensitivity. The analytical performances of the immunoassays were evaluated by determining alpha-fetoprotein (AFP) in buffer and serum samples, achieving a detection limit down to 0.5 pg/mL. This method offers a simple, sensitive, and selective alternative to conventional enzyme-linked immunosorbent assays for clinical diagnosis. The proposed strategy holds great promise for the development of novel signal labels and self-assembly-based biosensors.