A new enzyme-free sensor based on iron oxide (Fe3O4) nanodots fabricated on an indium tin oxide (ITO) substrate via a block copolymer template was developed for highly sensitive and selective detection of hydrogen peroxide (H2O2). The self-assembly-based process described here for Fe3O4 formation is a simple, cost-effective, and reproducible process. The H2O2 response of the fabricated electrodes was linear from 2.5 × 10-3 to 6.5 mM with a sensitivity of 191.6 μA mM-1cm-2 and a detection limit of 1.1 × 10-3 mM. The electrocatalytic activity of Fe3O4 nanodots toward the electroreduction of H2O2 was described by cyclic voltammetric and amperometric techniques. The sensor described here has a strong anti-interference ability to a variety of common biological and inorganic substances.