In the present study, an innovative electrochemical sensing platform was established for sensitive detection of NO2 —. This sensor was developed using CoFe alloy encapsulated in nitrogen-doped carbon nanocubes (named as CoFe@NC-NCS), synthesized through the calcination of polydopamine-coated CoFe Prussian-blue analogues (CoFe-PBA@PDA). The morphological and electrochemical characterization reveals that the CoFe@NC-NCS possesses high electrocatalytic activity for electrochemical quantitation of NO2 —, ascribed to the huge surface area and plentiful active positions, benefiting from the porous, hollow, and core–shell structure of CoFe@NC-NCS. Under the optimal conditions, CoFe@NC-NCS/GCE possessed remarkable sensing performance for NO2 — with wide liner ranges and a detection limit of 0.015 μM. NO2 — recovery experiments in real samples exhibited recoveries in the range of 98.8–103.5%. Hence, the CoFe@NC-NCS shows great promise for the construction of electrochemical sensor with more potential application.