In this paper, horseradish peroxidase-mimicking DNAzyme (HRP-DNAzyme) and Prussian blue (PB)–gold (Au) nanocomposites were designed as versatile electrochemical sensing platforms for the amplified detection of DNA, Hg²⁺ and adenosine triphosphate (ATP). By the conjugation of the target probe with the capture probe, a conformational change resulted in the formation of HRP-DNAzyme on the PB–Au modified electrode. The redox of HRP-DNAzyme (red) was efficiently carried out in the presence of H₂O₂, in which PB acted as a mediator stimulating the biocatalytic functions of HRP-DNAzyme and actuated a catalytic cycle bringing an amplified signal. Specific recognition of the target DNA, Hg²⁺ and ATP allowed selective amperometric detection of the target molecule. The detection limits of DNA, Hg²⁺ and ATP were 50 nM, 30 pM and 3 nM, respectively. The highlight of this work is that the catalytic cycle between PB–Au nanocomposites and HRP-DNAzyme was adequately utilized in the amplification platform for versatile sensing. The novel electrocatalytic biosensor involving only one-step incubation exhibited a wide linear range, low detection limit, and satisfactory selectivity and operational stability. The proposed approach provided an ease-of-use and universal reporting system with a simple design and easy operations.