In this study, we reported a simple and sensitive electrochemical immunosensor for the detection of PSA, a prostate cancer biomarker. In the design protocol, gold nanoparticles (Au NPs) were used a carrier to load an aptamer and the binding DNA labeled with methylene blue (MB, signal probe) for signal amplification (denoted as aptamer–Au NP-signal probe bioconjugate). The immunosensor was fabricated by immobilizing antibodies on the electrode surface modified with Au NPs to capture the PSA antigen, and then sandwiched with the aptamer–Au NP-signal probe (AASp) bioconjugates. Square wave voltammetry (SWV) was employed to record the detection signal in phosphate-buffered solution (PBS, pH 7.4). As a result, a well-shaped peak was obtained at about −0.45 V (vs. SCE) corresponding to the oxidation of MB, and the peak intensity was related to the concentration of PSA. Because of the amplification of the detection signal by the as-synthesized AASp bioconjugates, the immunosensor achieved a wide linear response range (0.001 to 75.0 ng mL⁻¹) and a low detection limit of 3.0 pg mL⁻¹ (at S/N = 3). Further, the immunoassay exhibited excellent selectivity.