Sensitivity amplification strategies in electrochemical immunoassays are mainly limited by redox signal leaking, degradation of catalytic activity caused by layers of decoration and the large hindrance effect caused by immunoprobes. Herein, we developed an innovative sensitivity amplification strategy based on the self-sacrificial label-assisted electroactivity conversion of a sensing interface, utilizing Fe3+-loaded polydopamine (Fe3+-PDA) nanoparticles as the self-sacrificial labels, which can be decomposed under acidic conditions and release Fe3+. When the assembled sensing interface was immersed in a prussian blue (PB) precursor solution (a mixed solution of 0.1 M KCl, 0.1M HCl and 1 mM K3Fe(CN)6), the as-formed sandwich-type structure was destroyed due to the decomposition of Fe3+-PDA caused by HCl in PB precursor solution, resulting in the reduce of interface resistance. The released Fe3+ reacted with the PB precursor solution and triggered the growth of electroactive PB nanoparticles (PB NPs) on the sensing interface. Assisted by self-sacrificial Fe3+-PDA, the sensing interface was converted from electrochemically inactive to electroactive with a strong redox signal, high catalytic activity, and decreased interface resistance. The PB NPs can catalyse H2O2 to amplify the redox signal, thus improving sensitivity. The redox signal and catalysts were generated in the final assembly step, which can avoid signal leaking and decreases of catalytic activity caused by layers of decoration. The decomposition of Fe3+-PDA can eliminate the large hindrance effect of the immunoprobe. Ultrasensitive quantification of carbohydrate antigen 125 (CA 125) was realized with a detection range from 0.00001 to 1000 U mL-1 and detection limit of 0.25 × 10-6 U mL-1.