The invention discloses an integrated ultramicro electrode, a preparation method thereof and application. According to the integrated ultramicro electrode, an ultramicro working electrode and a counter electrode are integrated in a theta-type glass microtube, so that a two-electrode system can be formed; the minimum iR drop of the ultramicro electrode provides a basis and guarantee for the construction of the two-electrode system. According to an integrated ultramicro electrode probe, only microliters of solution is needed in single measurement, so that the consumption of samples is greatly reduced; meanwhile, the spatial resolution, portability and on-site detection capability of the probe are enhanced, so that the probe is suitable for the in-situ electrochemical detection of electroactive substances, enzyme activity and biological samples in a homogeneous solution with any microliter-level volume; a test process is not limited by the volume and measurement time of a supporting electrolyte solution in a three-electrode system micro electrochemical detection device; the assistance of the milliliter-level supporting electrolyte solution is not needed, measurement can be directly carried out, and therefore, detection efficiency is improved.