Simultaneous electrochemical determination of three synthetic additive dyes (ponceau 4R (PON), its isomer amaranth (AMA), and tartrazine (TAR)) was performed with an electrochemical sensor based on a poly-sunset yellow and multi-walled carbon nanotube. In this work, sunset yellow was polymerized with a novel electropolymerization process. Field Emission Scanning Electron Microscopy (FESEM) demonstrates that the surface of the MWCNTs is covered with the sunset yellow polymer layer. The electrochemical activity of the sensor was verified by electrochemical impedance spectroscopy (EIS), cyclic voltammetry (CV), and chronoamperometry. Under the optimized experimental conditions, the electrochemical determination of the PON, AMA, and TAR was carried out using differential-pulse voltammetry (DPV). The results showed low detection limits (LOD) of 0.11, 0.21, and 0.12 µM for PON, AMA, and TAR, respectively, with a linear range of 0.50–30.0 µM. The capability of the developed sensor for routine analysis of the real samples was demonstrated by the determination of PON, the AMA, and TAR in jelly-belly candy, jelly, and tap water.