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 nano- structured materials. This inverse linear relationship seems to be a general law as it is here demonstrated for all the considered detections on glucose, lactate, cholesterol, and hydrogen peroxide.