As a single-atom-thick carbon material with high surface area and conductivity, graphene provides an ideal platform for designing composite nanomaterials for high-performance electrocatalytic or electrochemical devices. Herein, we demonstrated a facile strategy for controllably growing high-quality Prussian blue nanocubes on the surface of reduced graphene oxide (PBNCs/rGO), which represents a new type of graphene/transition metal complex heterostructure. The merit of this method is that the composite nanomaterials could be produced directly from GO in an in situ wet-chemical reaction, where the reduction of GO and the deposition of PBNCs occurred simultaneously. The obtained composite nanomaterials were characterized by transmission electron microscopy (TEM), X-ray photoelectron spectroscopy (XPS), X-ray diffraction (XRD), thermogravimetric analysis (TGA), Raman spectroscopy, and electrochemical techniques. It was found that uniform PBNCs with controlled size and good dispersion were directly grown on the surface of graphene nanosheets. Moreover, we also investigated the performance of PBNCs/rGO nanocomposites as amperometric sensor toward reduction of H(2)O(2). Such a sensor showed a rapid and highly sensitive response to H(2)O(2) with a low detection limit (45 nM), which might find promising applications in developing a new type of enzymeless biosensor.