Magnetic covalent organic frameworks (COFs) are useful mesoporous materials for the enrichment and separation of analytes, and are utilized in the pretreatment of samples. However, the use of magnetic COFs in electrochemical immunosensors has rarely reported. Herein, a novel electrochemical assay for the determination of prostate specific antigen (PSA) was developed using black phosphorene (BPene) as a platform and magnetic COFs for signal amplification. BPene was prepared via water-phase exfoliation. BPene nanocomposite (Au@BPene) was prepared by depositing Au nanoparticles (Au NPs) onto BPene. This nanocomposite was utilized as an immunsensing platform to bind primary antibodies and improve electron transfer. Subsequently, an Au NP-loaded magnetic COF was used to immobilize the secondary antibodies and abundant electronic signals of methylene blue (MB). The fabricated sensor exhibited linearity ranging from 0.0001 ng mL to 10 ng mL with the detection limit of 30 fg mL. The sensor could determine the PSA in a real sample with excellent specificity, good stability, and desirable reproducibility. The effective signal amplification of the proposed sensor is attributed to the good electron transfer of Au@BPene, excellent enrichment capacity of signal molecules (MB) of the COF, and efficient catalytic activity of FeO. This work not only provides an effective electrochemical assay to detect PSA in real sample, but also broadens the utilization scope of magnetic COFs in immunosensing.