Progression and initiation of different diseases including pulmonary diseases, alzheimer’s and tumors are linked with the oxidative stress, an important cause of cell damage. Different antioxidant enzymes are involved in detoxifying reactive oxygen species including hydrogen peroxide (H2O2) that is generated in response to various stimuli and has important role in cell activation & biosignaling processes. Herein we developed hydrogen peroxide electrochemical sensor based on horseradish peroxidase (HRP) entrapped polymerized thionine (PTH) film. Electrochemical deposition of thionine (dye) in phosphate buffer solutions on indium tin oxide (ITO) surface is done in two steps. The electropolymerisation of thionine thin film is dependent on the preanodization voltage. During preanodization process, a positive charge accumulates on the ITO surface that is used for creating thionine cation radical to polymerize thionine. The thin film obtained is further checked for its stability in phosphate buffer at different scan rates. The PTH-modified electrodes show linear dependence of peak current with scan rate within the range of 20 to 100 mV s−1. Thionine used as electron transfer mediator between heme site of HRP and electrode. Cyclic voltammetry showed increase in the reduction peak current due to electrocatalytic reduction of H2O2 in the presence of 1 μM H2O2. The proposed sensor has good storage response, cost effective, high sensitivity and wide linear range that could be used for the fabrication of other enzyme based biosensors.