Conductive polymers with good flexibility, conductivity and film-forming ability attract a lot of attention. In this work, a large-area and ordered structure poly(3,4-ethylenedioxythiophene) (PEDOT) film is fabricated at the air-water interface through interface synthesis method. The PEDOT film can be directly placed on a flexible screen-printed electrode, but also has good adhesion between them. The surface of the PEDOT film is relatively smooth, and has good electrical conductivity and flexibility. Lactate oxidase is immobilized on the surface of PEDOT film through a combination of cross-linking and adsorption method to enhance the lactate sensitive performances. The results show that the PEDOT film sensor has excellent stability and reproducibility. The PEDOT film sensor shows a good response to lactate, the working range is 0.25–40 mmol L−1, and the detection limit is 0.083 mmol L−1 (S/N = 3). Moreover, the electrochemical sensor has potential application in detecting lactate in sweat of the human body.