An investigation on nano-structured electrodes to detect different metabolites is proposed in this paper. Three different metabolites are considered: glucose, lactate, and cholesterol. The direct detection of hydrogen peroxide is also considered since it does not involve any enzyme. The metabolites and the peroxide were detected by using screen-printed electrodes modified by using multi-walled carbon nanotubes. In all cases, improvements of orders of magnitude were registered both on detection sensitivity and on detection limit. A close comparison with data recently published in literature has shown the existence of an inverse linear correlation between detection sensitivity and detection limit when sensor performances improve due to nanostructured materials. This inverse linear relationship seems to be a general law as it is here demonstrated for all the considered detections on glucose, lactate, chlesterol, and hydrogen peroxide.