It is very urgent to construct an efficient neuron-specific enolase (NSE) immunosensor for the early diagnosis of small cell lung cancer (SCLC). Here, a sensitive NSE immunosandwich sensor was constructed based on dual signal amplification strategy via electrocatalytic oxygen reduction by iron-porphyrin covalent organic framework (COFp-Fepor NH2-BPA). The N-rich COFp-Fepor NH2-BPA containing abundant iron porphyrin ring was synthesized and connected to gold nanoparticles (AuNPs) via Au-N bond, and further successfully bound to Ab2 via Au-S bond to form beacon probe complex of COFp-Fepor NH2-BPA/AuNPs/Ab2. Another kind of COFDva-TAB with abundant vinyl was used to bond Ab1 for forming Ab1/COFDva-TAB/GCE by thiol-ene “click” reaction. The highlight of this NSE immunosensor is that COFp-Fepor NH2-BPA is a long-range ordered material enriched of iron porphyrin units owning obvious electrochemical signal. In the O2-saturated environment, the electrochemical signal is further amplified due to the electrocatalytic reduction of O2 by iron porphyrin units. Thus, the NSE immunosensor shows a wide detection range of 500 fg/mL–100 ng/mL, a low detection limit of 166.7 fg/mL and a high sensitivity of 8.82 j/lg(cNSE/ng mL−1). This work also provides effective dual signal amplification strategy for electrochemical immunoassay based on COFs.