In this work, we have developed a nanocomposite consisting of horseradish peroxidase (HRP)-encapsulated 2D Zn–Co zeolite imidazole framework (ZIF) nanosheets strung on a ZnCoO nanowire array on a Ti support (denoted as 2D-Zn/Co-ZIF(HRP)|ZnCoO|Ti). This nanocomposite was then applied to constructing an electrochemical biosensor for detecting H2O2 derived from O2∙− released by mitochondria in living cells. This sensing platform shows excellent catalytic performance towards H2O2, attributable to the enzyme/metal-catalytic effect of HRP and Zn/Co-ZIF. The unique nano-string structure alleviates the aggregation of Zn/Co-ZIF nanosheets, readily exposes the catalytic active sites, protects the bioactivity of HRP, and reduces the charge/mass transfer pathway within Zn/Co-ZIF. The 2D-Zn/Co-ZIF(HRP)|ZnCoO|Ti biosensor offers two linear ranges of 0.2–10 μ M and 10–1100 μ M, a limit of detection of 0.082 μ M, a sensitivity of 3.3 mA mM−1 cm−2, good selectivity and stability over 40 days for H2O2 detection. After treating with specific mitochondrial complex inhibitors, the chronoamperometric results at the 2D-Zn/Co-ZIF(HRP)|ZnCoO|Ti confirmed complex I and III within the mitochondria electron transfer chain as the main electron leakage sites. This biosensor may contribute to the development of diagnostic health-care devices that shed light on the precaution and even treatment of oxidative stress diseases.