Cytokeratin 19 fragment antigen 21-1 (CYFRA21-1) is a protein fragment dissolved in the blood after apoptosis of lung epithelial cells, which is a predictive biomarker for the diagnosis of non-small cell lung cancer (NSCLC). Detection of serum CYFRA21-1 has a significant clinical value in diagnosis, monitoring and prognosis of NSCLC. Herein, a novel electrochemical immunosensor was constructed for the sensitive detection of CYFRA21-1. First, superconductive carbon black (KB) functionalized polyethyleneimine (PEI)-gold nanoparticles (AuNPs) were covered on the surface of methylene blue (MB) and used as substrate materials to immobilize the CYFRA21-1 antibody. Then, target CYFRA21-1 was successfully detected using an electrochemical immunosensor through specific recognition of antigen and antibody. The zirconium-based metal organic framework of PCN-222(Fe) with a large pore size and three-dimensional (3D) structure can absorb abundant AuNPs through strong electrostatic interaction, which enhances the conductive properties of PCN-222(Fe) and prevents the self-aggregation of AuNPs. However, PCN-222(Fe) with peroxidase-like activity can catalyze the generation of hydroxyl free radicals (˙OH) from H2O2, which oxidized MB, leading to a decrease in the current signal. The signal response to the degradation of MB was recorded using differential pulse voltammetry (DPV). This indirect method of immunosensor offered a new strategy to address the limitations imposed by the poor conductivity of PCN-222(Fe), further enabling the amplification of the signal through the oxidative degradation of MB. Compared with traditional electrochemical immunosensors, this method has the advantages of a stable current signal and good reproducibility, providing a promising reference for the broad application of PCN-222(Fe) in electrochemical biosensors.