A polyaniline-coated copper hexacyanoferrate modified glassy carbon electrode (PANI/CuHCF/GC) was successfully prepared by cyclic voltammetry, which had higher electrocatalytic activity and good stability toward the oxidation of sulfite. The mechanism and main factors of influencing the electrocatalytic activity for the preparation of PANI/CuHCF/GC were investigated. The results indicated that the optimal concentration of K3Fe(CN)6–CuCl2 (molar ratio of 1:1) and aniline, scanning number of CuHCF particles deposition, and aniline polymerization were 0.6 μmol·L−1, 13, and 15, respectively. The PANI/CuHCF/GC surface properties were characterized by scanning electron microscopy and AC impedance spectra, whose results indicated that CuHCF particles evenly attached to GC surface and the electron transfer impedance was significantly reduced. Sulfite was detected by an amperometric-time (i–t) method, whose linear equation, linear range, and detection limit were Δi (μA) = 0.0624 + 46.42c mmol·L−1 (n = 15, R = 0.9978), 4.3 × 10−6 to 3.9 × 10−4 mol·L−1 and 0.6 μmol·L−1 (S/N = 3), respectively. The response time was less than 1 s. The interference of some common potential substances toward sulfite determination was studied, whose results indicated that PANI/CuHCF/GC electrode had strong anti-interference ability. The PANI/CuHCF/GC was successfully applied to the detection of sulfite in real samples with satisfactory results.