For electrochemical sensors, maintaining accuracy while achieving sensitive detection is of paramount importance. The fixation of the signal substance as one of the main steps in the construction process of a sensor has a significant impact on the accuracy. Currently, physical and chemical methods are the primary approaches for the fixation of the signal substance, which have the following issues. The accuracy of a sensor may be affected by the instability resulting from the physical immobilization of the signal substance and the chemical immobilization process is typically time-consuming. To overcome these obstacles, the ultra-sensitive electrochemical sensing interface is constructed by click reaction to achieve accurate and rapid detection of tumor biomarkers. After the formation of immune-sandwich structure in a test tube, a large amount of ethynylferrocene (EFc) molecules in the Zeolitic imidazolate frameworks (ZIF-8) immunoprobe are released under acidic conditions, followed by covalently linking to the substrate within 6 minutes through a click reaction. Under optimal conditions, the electrochemical sensor had an ultralow detection limit of 32.90 fg mL−1 for the model analyte (CEA) with a wide detection range from 100 fg mL−1 to 100 ng mL−1. This work provides a new perspective for designing electrochemical sensors with excellent performance.