We demonstrate the use of cationic polyelectrolyte poly(diallyldimethyl ammonium chloride) (PDDA) functionalized graphene nanosheets (GNs) as the building block in the self-assembly of GNs/Au nanoparticles (NPs) heterostructure to enhance the electrochemical catalytic ability. To ensure the GNs were modified with PDDA successfully, we study the PDDA/GNs with atomic force microscopy (AFM) and zeta potential measurements on the roughness and zeta potential changes relative to those of unmodified GNs, respectively. Then, the citrate-capped Au NPs are employed as the other model particles to construct two-dimensional GNs/NPs heterostructure. Here, the use of PDDA modifiers not only alters the electrostatic charges of graphene, but also probably provides a convenient self-assembly approach to the hybridization of graphene. Furthermore, we employ the high-loading Au NPs on graphene (GN/Au-NPs) as the electrochemical enhanced material for H2O2 sensing (as the model analyte). The wide linear ranges and low detection limits are obtained using the chronoamperometry technique at the GN/Au-NPs-modified glassy carbon electrode.