Carcinoembryonic antigen (CEA), an acidic protein, is a characteristic antigen produced by the tumor of various cancers (eg, breast, cervical, rectal, lung, etc.). Therefore, the detection of cancer antigens is very important for the early diagnosis and treatment of cancer. In this study, a novel of “signal off” strategy for electrochemical immunosensor was developed to detect CEA. To this end, Prussian blue nanoparticles (PB NPs), an electroactive substance, were used as the immunological platform. In addition, CuO₂@SiO₂ nanocomposites, which release Cu²⁺ and H₂O₂ under acidic conditions, were synthesized. The generated Cu²⁺ can replace the high spin iron (Fe^III) in PB NPs, which in turn reduces the oxidation peak current of PB NPs. Due to the peroxidase-like nature of PB NPs, they can react with self-generated H₂O₂ to generate hydroxyl radicals (·OH), which can further convert 4-chloro-1 naphthol (4-CN) into a non-conductive polymer that accumulates on the electrode surface, this leads to a further reduction in the electrical signal of the PB NPs. Moreover, the self-generated Cu²⁺ and H₂O₂ can reduce the introduction of exogenous substances and improve the detection accuracy. Square wave voltammetry (SWV) revealed that the electrical signal of PB NPs gradually decreased with increasing CEA concentration. In addition, the electrical signal of PB NPs exhibited a good linearity in the range from 0.01 pg mL⁻¹ to 80 ng mL⁻¹, where in the logarithm of CEA concentration and the detection limit was as low as 0.0032 pg mL⁻¹.