Carbon nanoelectrodes fabricated using the procedure described here can be electrochemically etched to from a nanocavity. We deposited Prussian Blue, one of the first modern pigment and an excellent catalyst for the reduction of hydrogen peroxyde, within formed nanocavity. This allowed the quantification of H2O2 within 10 μM – 3 mM. We envision the application of these nanosensors for the intracellular monitoring of oxidative stress in living cells.