A novel nanocomposite electrode material constituted of gold nanoparticles (AuNPs), multi-walled carbon nanotubes (MWCNTs) and n-octylpyridinium hexafluorophosphate (OPPF6) ionic liquid was prepared and checked for the development of electrochemical (bio)sensing devices. AuNPs/MWCNTs/OPPF6 paste electrodes with micrometer dimensions (500 μm, i.d.) were constructed and applied to the determination of cortisol and androsterone hormones. Regarding cortisol determination, the microsized paste electrode was used to detect 1-naphtol generated upon addition of 1-naphthyl phosphate as enzyme substrate in the competitive immunoassay between alkaline phosphatase-labelled cortisol and cortisol. Squarewave voltammetry allowed determining the hormone within the 0.1- to 10-ng/mL linear range (r = 0.990) with a detection limit of 15 pg/mL and a EC50 value of 0.46 ± 0.06 ng/mL cortisol. The method was applied to the determination of cortisol in urine and serum samples containing a certified cortisol content. Moreover, a microsized enzyme biosensor prepared by bulk modification of the AuNPs/MWCNTs/OPPF6 electrode with the enzyme 3α-hydroxysteroid dehydrogenase was used for the determination of androsterone through the amperometric detection of reduced nicotinamide adenine dinucleotide. A calibration plot with a linear range between 0.1 and 120 μg/mL (r = 0.993) and a limit of detection of 89 ng/mL were obtained. The biosensor was applied to the analysis of human serum spiked with androsterone at the 250 ng/mL concentration level.