Based on electrostatic interaction and electrodeposition, poly-anionic deoxyribonucleic acid (DNA), room temperature ionic liquid 1-butyl-3-methyl-imidazolium tetrafluoroborate (BMIMBF4), hemoglobin (Hb) and Poly(diallyldimethylammonium chloride) (PDDA) were successfully assembled into Hb/IL/DNA/PDDA layer-by-layer complex films on the surface of ITO electrode. FTIR spectroscopy, electrochemical impedance spectroscopy (EIS) and cyclic voltammetry (CV) were used to characterize the composite film. The obtained results demonstrated that the Hb molecule in the film kept its native structure and showed its good electrochemical behavior. A pair of well-defined redox peaks of Hb with the formal potentials (E°′) of −0.180 V (vs. SCE) was appeared in phosphate buffer solution (PBS, pH 7.0). The Hb/IL/DNA/PDDA/ITO modified electrode also showed an excellent electrocatalytic behavior to the reduction of hydrogen peroxide (H2O2). Therefore, the IL/DNA/PDDA complex film as a novel matrix open up a possibility for further study on the direct electrochemistry of other proteins and the fabrication of the third-generation electrochemical biosensors.