Micropillar array electrodes (μAEs) have been widely applied in electrochemical detection owing to their advantages of increased mass transport, lower detection limit, and potential to be miniaturized. This paper reports the fabrication, simulation, surface modification, and characterization of PDMS-based μAEs coated with gold films. The μAEs consist of 9 × 10 micropillars with a height of either 100 μm, 300 μm, or 500 μm in a 0.09 cm² region. Numerical simulation was employed to study the influence of geometrical parameters on the current density. The μAEs were fabricated by soft lithography and characterized using both SEM and cyclic voltammetry. Experiments revealed that high pillars enabled enhanced voltammetric current density regardless of the scan rates. The platinum–palladium/multi-walled carbon nanotubes (Pt–Pd/MWCNTs) were coated on the μAEs to improve their electrochemical detection capability. The μAEs demonstrated 1.5 times larger sensitivity compared with the planar electrode when hydrogen peroxide was detected. Furthermore, μAE500 with Pt–Pd/MWCNTs was employed to detect sarcosine, a potential biomarker for prostate cancer. The linear range and limit of detection for sarcosine were from 5 to 60 μM and 1.28 μM, respectively. This detection range covers the concentration of sarcosine in human tissues (0–60 μM). These results suggest that the μAEs have better detection performance in comparison to planar electrodes due to their large surface area and pillar height. This paper provides essential guidelines for the application of μAEs in high sensitivity electrochemical detection of low abundance analytes.