A new approach to fabricate an enzyme electrode was described based on the immobilization of horseradish peroxidase (HRP) on dithiobis-N-succinimidyl propionate (DTSP) self-assembled monolayer (SAM) formed on gold-nanoparticles (Au-NPs) which were electrochemically deposited onto glassy carbon electrode (GCE) surface. The overall surface area and average size of Au-NPs could be controlled by varying deposition time and were examined by Field Emission-Scanning Electron Microscope (FE-SEM). The $O_2$ reduction capability of the surface demonstrated that Au-NPs were thermodynamically stable enough to stay on GCE surface. The immobilized HRP electrode based on Au-NPs/GCE presented faster, more stable and sensitive amperometric response in the reduction of hydrogen peroxide than a HRP immobilized on DTSP/gold plate electrode not containing Au-NPs. The effects of operating potential, mediator concentration, and pH of buffer electrolyte solution on the performance of the HRP biosensor were investigated. In the optimized experimental conditions, the HRP immobilized GCE incorporating smaller-sized Au-NPs showed higher electrocatalytic activity due to the high surface area to volume ratio of Au-NPs in the biosensor. The HRP electrode showed a linear response to $H_2O_2$ in the concentration range of 1.4 $mu$M-3.1 mM. The apparent Michaelis-Menten constant ($K _M; ^{app}$) determined for the immobilized HRP electrodes showed a trend to be decreased by decreasing size of Au-NPs electrodeposited onto GCE.