Herein, a label-free photoelectrochemical immunosensor based on a g-C₃N₄/CdSe nanocomposite was established and applied to detect carcinoembryonic antigen (CEA). The prepared nanocomposite materials were characterized by transmission electron microscopy (TEM), X-ray diffraction (XRD), ultraviolet-visible absorption spectroscopy (UV-vis), X-ray photoelectron spectroscopy (XPS), fourier transform infrared spectrometer (FT-IR) and photoluminescence spectroscopy (PL). The results indicate that g-C₃N₄/CdSe nanocomposite materials were successfully synthesized. In a typical assembly process, the immunosensor was constructed by modifying a fluorine-doped tin oxide (FTO) electrode with poly dimethyl diallyl ammonium chloride (PDDA), the g-C₃N₄/CdSe nanocomposite, the anti-carcinoembryonic antigen antibody (Ab) and the blocking agent bovine serum albumin (BSA) successively. In the presence of CEA, the photocurrent signal of the prepared immunosensor decreased significantly. Accordingly, under the optimal conditions, a label-free photoelectrochemical immunosensor was established, and it exhibited excellent selectivity and repeatability for CEA detection. The detection limit was 0.21 ng mL⁻¹, and the range was 10 ng mL⁻¹–100 μg mL⁻¹. Simultaneously, the immunosensor also provides a likely sensing device for detecting other protein targets, which is of great significance for early clinical diagnosis.