A novel water soluble sulfonated graphene (denoted as sulfonated-G), was synthesized for the immobilization and biosensing of horseradish peroxidase (HRP). Compared with unmodified graphene, sulfonated-G could not only well disperse in aqueous solution as individual nanosheet, but also exhibit apparent negative charge. Using a simple self-assembly method, HRP was immobilized on sulfonated-G at the surface of GC electrode to form HRP/sulfonated-G/GC electrode under mild condition. The immobilized HRP showed enhanced direct electron transfer for the HRP-Fe(III)/Fe(II) redox centre. Based on the direct electron transfer of the immobilized HRP, HRP/sulfonated-G/GC electrode exhibited excellent catalytic performance for H2O2 and NaNO2 reduction. Accordingly, the proposed method not only simplifies the methodology of enzyme immobilization, but also provides an efficient platform for fabricating novel biosensors and bioelectronic devices.