The display of glucose oxidase (GOx) on yeast cell surface using a-agglutinin as an anchor motif was successfully developed. Both the immunochemical analysis and enzymatic assay showed that active GOx was efficiently expressed and translocated on the cell surface. Compared with conventional GOx, the yeast cell surface that displayed GOx (GOx-yeast) demonstrated excellent enzyme properties, such as good stability within a wide pH range (pH 3.5–11.5), good thermostability (retaining over 94.8% enzyme activity at 52 °C and 84.2% enzyme activity at 56 °C), and high d-glucose specificity. In addition, direct electrochemistry was achieved at a GOx-yeast/multiwalled-carbon-nanotube modified electrode, suggesting that the host cell of yeast did not have any adverse effect on the electrocatalytic property of the recombinant GOx. Thus, a novel electrochemical glucose biosensor based on this GOx-yeast was developed. The as-prepared biosensor was linear with the concentration of d-glucose within the range of 0.1–14 mM and a low detection limit of 0.05 mM (signal-to-noise ratio of S/N = 3). Moreover, the as-prepared biosensor is stable, specific, reproducible, simple, and cost-effective, which can be applicable for real sample detection. The proposed strategy to construct robust GOx-yeast may be applied to explore other oxidase-displaying-system-based whole-cell biocatalysts, which can find broad potential application in biosensors, bioenergy, and industrial catalysis.