The rapid and early detection of foodborne pathogens in contaminated food is important for ensuring food safety and quality. In this study, a highly sensitive fluorescent immunosensor was developed to detect Escherichia coli O157:H7 in milk, by using microspheres labeled with carbon dots (CDs). The CDs-microspheres were prepared with Staphylococcus aureus cells as the carrier to incorporate CDs particles. Characterization of the microsphere revealed strong intensity, good stability and high uniformity in fluorescence. With Staphylococcal Protein A (SPA) on the surface of S. aureus cells, the microsphere could be easily coupled with various antibodies (e.g., immunoglobulin G). In combination with the immunomagnetic beads technique, a CDs-microsphere immunosensor was established for the specific detection of E. coli O157:H7 in milk. The limit of detection for E. coli O157:H7 is 2.4 × 10 colony-forming unit (CFU)/mL, comparable to that of real-time PCR methods. Milk samples spiked with E. coli O157:H7 at concentrations from 2.4 × 10 to 2.4 × 10 CFU/mL could be detected within 30 min. The coefficients of variation of the intra-assay tests were less than 10%, indicating a good repeatability. Moreover, the method was able to detect trace amounts of E. coli O157:H7 (<10 CFU) in real milk samples, with a 100% (10/10) accuracy after bacterial enrichment. This CDs-microsphere immunosensor shows considerable potential as a rapid and sensitive tool to detect pathogens in milk and other foods.