We proposed an innovative surface modification-mediated porous layer open tubular (PLOT) capillary, which was modified via an in situ biphasic reaction. This capillary comprised three-dimensional homogeneous and porous structures, which could increase the surface-area-to-volume ratio for antibody immobilization. The PLOT capillary was shown as an ideal immunoreaction base to enhance the sensitivity of immunoassays and shorten analysis time. By connecting two separate PLOT capillaries using a suitable sleeve tube, we can perform multiplex targets detection in the same sample. We developed a sensitive, rapid, and multiplex PLOT capillary-mediated immunosensor for the simultaneous identification of alpha fetoprotein (AFP) and carcinoembryonic antigen (CEA) in clinical serum samples with good accuracy. The detection sensitivity of the PLOT immunosensor improved by 10-fold compared with that of bare-capillary sensor, and the whole analysis could be completed within 1 h. This work suggest that suitable surface modification strategy is an effective tool to improve the analytical performance of conventional immunoassay and our study provided a feasible, sensitive, and multi-target assay for the detection of cancer biomarkers, which would be of valuable application in clinical diagnosis.