A simple and accurate label–free amperometric immunosensor for α–fetoprotein (AFP) detection is developed based on gold nanorods (GNRs) with different aspect ratio and compared with gold particles (GNPs). The positively charged GNRs and GNPs due to the surface immobilized cetyltrimethyl ammonium bromide (CTAB) can adsorb the negatively charged AFP antibody (Ab) directly. The presence of the GNRs not only enhanced the immobilized amount of biomolecules, but also improved the electrochemical properties of the immunosensor. With the aid of GNRs, the electrochemical signal was greatly enhanced in comparison with GNPs. Under optimal conditions, the proposed immunosensor could detect AFP in a linear range from 0.1 to 200 ng/mL with a detection limit of 0.04 ng/mL (signal–to–noise ratio = 3), and it also possessed good reproducibility and storage stability. Moreover, the detection of AFP in five human serum samples also showed satisfactory accuracy. The proposed methodology was potentially attractive for clinical immunoassay.