Electrochemical immunosensors have attracted immense attention due to the ease of mass electrode production and the high compatibility of the miniature electric reader, which is beneficial for developing point-of-care diagnostic devices. Electrochemical immunosensors can be divided into label-free and label-based sensing strategies equipped with potentiometric, amperometric, voltammetric, or impedimetric detectors. Emerging nanomaterials are frequently used on electrochemical immunosensors as a highly rough and conductive interface of the electrodes or on nanocarriers of immobilizing capture antibodies, electroactive mediators, or catalyzers. Adopting nanomaterials can increase immunosensor characteristics with lower detection limits and better sensitivity. Recent research has shown innovative immobilization procedures of nanomaterials which meet the requirements of different electrochemical immunosensors. This review discusses the past five years of advances in nanomaterials (metal nanoparticles, metal nanostructures, carbon nanotubes, and graphene) integrated into the electrochemical immunosensor. Furthermore, the new tendency and endeavors of nanomaterial-based electrochemical immunosensors are discussed.