The design and construction of a photoelectrochemical (PEC) sensor with excellent photoelectric properties and good photoelectrocatalysis activity is significant for the effective detection of analytes. In this paper, based on a two-step anodic oxidation method and successive ionic layer adsorption (SILAR) method, a TiO₂ nanotube array (TNT) photoelectrochemical sensor modified with BiOBr nanosheets was constructed and applied for the detection of H₂O₂ for the first time. The photocurrent of the photoelectrochemical sensor increases with the increase of the H₂O₂ concentration under the irradiation of an 8 W UV lamp. Excellent linearity was obtained in the concentration range from 10 nM to 100 μM with a low detection limit of 5 nM (S/N = 3). This excellent photoelectrochemical performance is due to the formation of a p–n heterojunction between BiOBr and TiO₂ nanotube arrays, which provides efficient separation of charge carriers and accelerates electron transport. Moreover, it is applied to detect H₂O₂ in milk samples and it showed a good recovery result ranging from 95.73% to 105.65%, which provides a promising new strategy for the detection of H₂O₂.