Gold–platinum (AuPt) alloy particles were fabricated directly on multi-walled carbon nanotubes (MWNT)–ionic liquid (i.e., trihexyltetradecylphosphonium bis(trifluoromethylsulfonyl)imide, [P6,6,6,14][NTf2]) composite coated glassy carbon electrode (GCE) by electrodeposition method. Scanning electron microscope image showed that they were well-dispersed nanocluster consisting of smaller nanoparticles, and their size was about 70 nm. X-ray diffraction experiment showed that they were single-phase alloy nanomaterial, and the calculated composition was consisting with that obtained by energy dispersive X-ray spectroscopy. The resulting modified electrode (i.e., AuPt–MWNT–[P6,6,6,14][NTf2]/GCE) presented high catalytic activity for the electrochemical oxidation of cysteine. The peak potential of cysteine shifted to 0.42 V (versus saturated calomel electrode) in 0.1 M H2SO4 and the peak current increased greatly in comparison with that on the corresponding Pt (or Au)–MWNT–[P6,6,6,14][NTf2]/GCE. Under the optimized conditions, the oxidation current of cysteine at 0.45 V was linear to its concentration in the range of 5.0 × 10−7 ∼ 4.0 × 10−5 M with a sensitivity of 43.8 mA M−1.