In this paper, palladium (Pd) nanoparticles have been successfully encapsulated into the channels of modified SBA-15 in situ via a facile, ethylene glycol (EG)-assisted sonochemical method. The products were confirmed by x-ray diffraction, transmission electron microscopy (TEM) and nitrogen adsorption analysis. The Pd/SBA-15 composite was used for the realization of direct electron transfer of hemoglobin (Hb). Electrochemical results showed that the Pd nanoparticles in the channels of SBA-15 could enhance the direct electron transfer between Hb and the electrode surface. The composite modified electrode displayed excellent electrochemical behavior. The sensor fabricated by the composite showed an excellent response to the reduction of hydrogen peroxide (H(2)O(2)), and the linear range for the determination of H(2)O(2) was from 1.8 to 119.3 microM with a detection limit of 0.8 microM.