In this work, we report the synthesis of a novel non-enzymatic H2O2 electrochemical sensor based on reduced graphene oxide functionalized with sodium dodecylbenzenesulfonate (SDBS) and Fe3O4 and modified with Ni. The Ni–Fe3O4@s-rGO catalyst was synthesized via chemical reduction synthesis of graphene in the presence of SDBS following two solvothermal processes. To expose the sensor performance of Ni–Fe3O4@s-rGO, s-rGO, Ni@s-rGO, Fe3O4@s-rGO were also synthesized. Fabricated electrodes were characterized by Transmission Electron Microscopy (TEM), Scanning Electron Microscopy (SEM), Energy Dispersive X-ray Spectroscopy (EDX), mapping, X-ray Powder Diffraction (XRD), Raman and Uv–vis Spectroscopy. After characterization analyses, thanks to SDBS contribution, the graphene layer has a larger surface area, and Ni and Fe3O4 deposited on the graphene layer with nano sizes (approximately 20 nm) and homogenously. Tauc plot result showed that Ni decreased the band gap of Fe3O4 from 2.6 eV to 1.83 eV so enhanced the charge mobility. This result is also supported by electrochemical impedance spectroscopy (EIS). The fabricated catalyst performance for H2O2 detection was investigated via cyclic voltammetry (CV), and amperometric measurement. Under the optimal conditions, the Ni–Fe3O4@s-rGO catalyst exhibited a low detection limit of 0.2 μM (S/N = 3) with a wide linear range from 1 μM to 1000 μM, with a sensitivity of 6012 mA M−1 and showed good selectivity towards H2O2.