The physiochemical properties of nanomaterials have a close relationship with their status in solution. As a result of its better simplicity than that of pre-assembled aggregates, the in situ assembly of nanomaterials has been integrated into the design of electrochemical biosensors for the signal output and amplification. In this review, we highlight the significant progress in the in situ assembly of nanomaterials as the nanolabels for enhancing the performances of electrochemical biosensors. The works are discussed based on the difference in the interactions for the assembly of nanomaterials, including DNA hybridization, metal ion-ligand coordination, metal-thiol and boronate ester interactions, aptamer-target binding, electrostatic attraction, and streptavidin (SA)-biotin conjugate. We further expand the range of the assembly units from nanomaterials to small organic molecules and biomolecules, which endow the signal-amplified strategies with more potential applications.