In this paper two kinds of ionic liquids (ILs) were used for the construction of a myoglobin (Mb) electrochemical biosensor. Firstly a hydrophilic ionic liquid of 1-ethyl-3-methylimidazolium tetrafluoroborate (EMIMBF4) was used as binder to prepare a carbon ionic liquid electrode (CILE), then a Nafion and hydrophobic ionic liquid of 1-butyl-3-methylimidazolium hexafluorophosphate (BMIMPF6) composite film was applied on the surface of the CILE. The direct electrochemistry of Mb in the Nafion-BMIMPF6/CILE was achieved with the cathodic and anodic peak potentials located at −0.345 V and −0.213 V (vs. SCE). The formal potential (E°′) was located at −0.279 V, which was the characteristic of Mb FeIII/FeII redox couples. The electrochemical behaviors of Mb in the Nafion-ionic liquid composite film modified CILE were carefully investigated. The Mb modified electrode showed good electrocatalytic behaviors to the reduction of trichloroacetic acid (TCA) and NaNO2. Based on the Nafion-BMIMPF6/Mb/CILE, a new third generation reagentless biosensor was constructed.