In this work, the heterostructures of Au nanoparticles loaded on 3D flower-like α-Fe₂O₃ (Au NPs/α-Fe₂O₃) as a platform and core–shell CdSe@CdS quantum dots sensitized graphene oxide (GO/CdSe@CdS QDs) as a signal amplification label were established in an ultrasensitive sandwich-type photoelectrochemical (PEC) immunosensor based on the “signal-on” type amplification method for detection of amyloid β-protein (Aβ). Specifically, the ultrahigh sensitivity of the proposed immunosensor came from two main properties. First, Au NPs/α-Fe₂O₃ could partially absorb visible-light, which dramatically promotes electron transfer because of the excellent conductivity of Au NPs, and effectively inhibits the electron–hole recombination, thanks to the effect of heterostructures. Second, the signal-on type is based on the signal amplification label of GO/CdSe@CdS QDs which on adequate absorption of visible-light can improve generation of photogenerated electron–hole pairs effectively. Under optimal conditions, the well-prepared PEC immunosensor exhibited a low detection limit of 0.02 pg mL⁻¹ and a wide linear range from 0.06 pg mL⁻¹ to 350 ng mL⁻¹ for Aβ detection. Meanwhile, it also presented good reproducibility, specificity, and stability and might open a new promising pathway for detection of other important biomarkers.