Abstract: Compared with conventional clinical testing techniques, electrochemical detection of tumor markers offers distinct advantages in accuracy, rapid response, and real-time monitoring, providing early warning for related diseases. The performance of electrochemical immunosensors is governed by multiple factors, among which the selection of nanomaterials is particularly critical. This review focuses on carcinoembryonic antigen (CEA) as the target analyte and addresses the general principles of electrochemical immunosensor design and fabrication. Based on a bibliometric visualization analysis, research hotspots and evolutionary trends are revealed, and electrochemical detection principles of linear sweep voltammetry, cyclic voltammetry, and square wave voltammetry are described. Three representative nanomaterials—noble metals, transition metal compounds, and carbon-based materials—are systematically analyzed in terms of their structure–activity relationships and applications in immunosensor design. The results indicate that multi-component composites, leveraging synergistic effects among constituents, can effectively integrate conductivity and catalytic activity, representing a key route to overcome the sensitivity bottleneck. Furthermore, the combination of screen-printed electrodes with microfluidic technology facilitates the gradual standardization of sensor fabrication, serving as a pivotal approach to bridge the gap between laboratory research and clinical translation. This technical pathway, characterized by batch electrode fabrication and automated micro-sample processing, can reduce detection costs and operational errors, and is expected to provide useful insights for developing highly sensitive and low-cost point-of-care CEA detection devices.