The tremendous advances in nanoscience and nanoengineering have sparked the accelerated development of electroanalysis towards highly sensitive and specific detections. In particular, novel nanomaterials with unique physical and chemical properties have been synthesized for electroanalysis in micro- and nano-scales to qualitatively and/or quantitatively examine the changes of compositions and structures for scientific insights and practical applications. In this review, we mainly survey our recent works on electroanalysis in micro- and nano-scales, which covers micro- and nano-fabrication techniques, microelectrodes and powder microelectrodes, direct electrochemistry of proteins, electrochemical analysis of living cells, and electrochemical immunoassay, with emphasis on the performance improvement by engineered functional nanomaterials. These electroanalytical methods have demonstrated their ability and reliability to study fundamental science and provide practical applications. It is our intention that this review could attract increasing interest to explore new electroanalytical methods in micro- and nano-scales and further develop broad important applications for critical chemical/biological sciences.