A signal-on photoelectrochemical (PEC) immunosensor for carcinoembryonic antigen (CEA) detection was constructed using anthocyanin (ACN)-sensitized poly(indole-5-carboxylic acid) (P5ICA) nanofibers as the photoactive material. P5ICA is a p-π conjugated cathode photosensitive material with excellent optical and film-forming properties. P5ICA sensitized with ACN prevents hydrolysis of P5ICA, ensures the stability and further improves the base signal of the PEC immunosensor. The sensitive detection of CEA was achieved by introducing the signaling probe TiO2/In2S3 through biotin-avidin protein specific recognition. ACN-sensitized P5ICA and TiO2/In2S3 exhibit the effective matching of energy levels, which facilitates the separation and transfer of photogenerated e-/h+ pairs and achieves the amplification of PEC signals and the improvement of sensor sensitivity. Under optimal conditions, the range of detection for CEA was 0.01–500 ng mL−1 with lower detection limit of 3.3 pg mL−1. The PEC immunosensor has good stability and high detection sensitivity to CEA. This work provides a novel PEC assay platform for monitoring CEA in real serum samples, which has a promising application in the sensitive detection of tumor markers.