In this work, we investigated the effect of electrodeposition of polypyrrole (PPy) films on two different self-assembled monolayers (SAMs) modified gold electrode for the electrochemical construction of ultramicroelectrode (UME). In order to obtain SAM modified surfaces, 4-mercapto-1-butanol and 11-mercaptoundecanoic acid were used. The effect of these two chains on pyrrole electropolymerization was compared. Electropolymerization of pyrrole on SAM modified Au electrode was carried out by using cyclic voltammetry (CV) and constant potential electrolysis. To investigate the UME formation, the obtained surfaces were tested in Fe(CN)(6)(3-/4-) redox system. UMEs were characterized using scanning electron microscopy energy-dispersive X-ray spectroscopy, attenuated total reflectance fourier transform infrared spectroscopy and electrochemical impedance spectroscopy. The designed UME was applied as an immobilization matrix to entrap a redox protein, Hemoglobin (Hb), as a model. Direct electron transfer between this protein and the fabricated thiol modified PPy based UME was achieved, which is very challenging on bare electrode surfaces. With this study, a simple, low-cost and reproducible UME production way has been successfully accomplished and Hb modified UME is promising for different bioanalytical applications, for instance; cellular hydrogen peroxide or nitrite sensing.