A novel tracer, glucose oxidase-functionalized nanocomposite, was designed to label the signal antibodies for ultrasensitive multiplexed measurement of tumor markers using a disposable immunosensor array. The immunosensor array was constructed by coating layer-by-layer colloidal Prussian blue (PB), gold nanoparticles, and capture antibodies on screen-printed carbon electrodes. The preparation of glucose oxidase-functionalized nanocomposites and the labeling of antibody were performed by one-pot assembly of glucose oxidase and antibody on gold nanoparticles attached carbon nanotubes. The PB immobilized on immunosensor surface acted as a mediator to catalyze the reduction of H2O2 produced in the enzymatic cycle. Both the high-content glucose oxidase and carbon nanotubes in the tracer amplified the detectable signal for the sandwich-type immunoassay. Using carcinoembryonic antigen and alpha-fetoprotein as model analytes, the simultaneous multiplexed immunoassay method using the immunosensor array and the designed tracer showed linear ranges of 3 orders of magnitude with the detection limits down to 1.4 and 2.2 pg/mL, respectively. The assay results of serum samples with the proposed method were in an acceptable agreement with the reference values. The dual signal amplification of glucose oxidase-functionalized nanocomposites provided a promising ultrasensitive simultaneous multiplexed immunoassay approach for clinical applications.