Multilayer copper hexacyanoferrate (CuHCF) films bridged by cysteine monolayer protected copper clusters (CuMPCs) were prepared by the sequential electrochemical cyclcing and dipping process. Cyclic voltammetry, scanning electron microscopy (SEM) and atomic force microscopy (AFM) were used to characterize the formation of the multilayer films. Cyclic voltammetric measurements indicated that the films grew exponentially with the increase of the layer numbers. AFM and SEM images revealed that the obtained films were thin and exhibited a three-dimensional structure. The nanostructured thin-film assemblies exhibited interesting catalytic properties that could be applied in important sensing and catalysis. Good catalytic activity and stability of the film modified electrode for hydrogen peroxide detection was studied.