The development of efficient electrochemical hydrogen peroxide (H2O2) sensors has received great attention due to the significance of H2O2 in biological systems and its practical applications in various fields. With the new class of H2O2 sensors, the nonenzymatic detection of the target can provide many attractive characteristics, such as simple fabrication, ultrahigh sensitivity, and excellent stability. Considering the rapid expansion of nonenzymatic H2O2 detection using advanced nanomaterials, an overview of the current state of methods for electrochemical nonenzymatic H2O2 sensors is presented (with 399 refs.). The first part of the review covers the sensors based on the use of nanoparticles consisting of metals, metal oxides/sulfides, and bimetallic nanoparticles/alloys. The next major section discusses sensors that make use of carbon nanomaterials, such as carbon nanotubes, graphene, graphene oxide, carbon dots, and of other carbonaceous materials. Advantages and the intrinsic drawbacks of employing various nanomaterials to detect H2O2 are emphasized.