Electrospun hemoglobin (Hb) microbelts were used as a novel precursor to produce a new class of carbon nanofibers (Hb-CNFs) containing Fe species (Fe2O3 and/or Fe-N4 moiety). The Hb-CNFs modified glassy carbon electrode (Hb-CNFs/GCE) exhibits significant oxidation/reduction towards H2O2. The observed H2O2 oxidation/reduction starting at ca. +0.26 V and + 0.15 V (vs. Ag/AgCl) are significantly lower than the values observed at other CNFs modified GCE. The Hb-CNFs/GCE was also applied to the amperometric detection of H2O2 and the results showed fast response, high sensitivity, excellent reproducibility, good selectivity, and wide dynamic range with good limit of detection.