Developing wearable flexible biosensors with excellent electrical conductivity and outstanding flexibility simultaneously for disease diagnosis and health monitoring is a current hot topic in the field of sensor research. In this study, nitrogen-doped graphene (N-Gr) and gold nanoparticles (AuNPs) were successively deposited onto ITO-PET flexible conductive films by chemical deposition, and then a flexible electrochemical immunosensor with high sensitivity and selectivity was constructed for detecting depression markers by exploiting the high affinity between AuNPs and the sulfhydryl groups of depression marker (DM) antibody. Due to the composite of N-Gr, AuNPs and ITO-PET, the prepared flexible sensor can maintain a relatively stable electrical signal response regardless of the deformation such as spiral, rolling, and bending, without shedding or fracture of the N-Gr and AuNPs, and can also significantly amplify the electrochemical response signal of the immunosensor. Under optimized experimental conditions, the fabricated immunosensor showed good linearity over a wide range of 0.023–300.00 ng/mL with a low detection limit of 0.010 ng/mL (3σ, n = 5), when it was used for the determination of depression markers-human Apo-A4 in 100% whole serum samples. The flexibility of the constructed immunosensor and the stability and sensitivity of biomolecular analysis are expected to be further made into implantable depression marker in-situ monitoring probe with the help of micro-machining technology, which will develop a promising method for objective, efficient and accurate clinical diagnosis of depression.