PAMAM-Au nanocomposites prepared by reduction of HAuCl4 with NaBH4 in the presence of the sixth-generation polyamidoamine (PAMAM) took a unique structure, in which the 2 nm-sized Au nanciparticles were encapsulated in the interior cavities of the PAMAM molecules. The PAMAM-Au nanocomposites as a new type of nanomaterial were assembled layer-by-layer with myoglobin (Mb) into {PAMAM-Au/Mb}(n) films on solid surfaces, which was confirmed by quartz crystal microbalance (QCM), UV-vis spectroscopy, and cyclic voltammetry (CV). The direct electrochemistry of Mb in the films assembled on pyrolytic graphite (PG) electrodes was realized and used to catalyze the reduction of hydrogen peroxide. As compared to {PAMAM/Mb}(n) films containing no Au nanoparticles, the {PAMAM-Au/Mb}(n) films showed much better electrochemical and electrocatalytic properties, indicating the conductive effect of Au nanoparticles inside PAMAM on bridging electron transfer between Mb and PG electrodes.