Heavy metal poisoning, particularly Hg(II), poses severe threats to humans and disrupts ecological balance. Heavy metal detection employing electrochemical methods offers several advantages; however, due to the weak electrochemical activity of the glassy carbon electrode (GCE), modification is indispensable. In the present investigation, the GCE was modified with Pr-doped Ce0.2Gd0.2Sm0.2Y0.2Zr0.2O2-δ (HEO) nanoparticles for the electrochemical detection of Hg(II). Samples with varying dopant concentrations were prepared by solution combustion synthesis utilizing glycine as the fuel. The prepared nanoparticles were used to modify the glassy carbon electrode (GCE), and their electrochemical properties were explored towards Hg(II) sensing. The results indicate that modifying the GCE with Pr-doped HEO nanoparticles improved the electrochemical properties. Additionally, the use of such modified electrode material to detect trace amounts of Hg(II) showed a good linear range between concentrations of 1–5 nM with an limit of detection (LOD) of 0.15 nM. Moreover, the modified electrode material exhibited good reproducibility, stability, and anti-interfering properties. Finally, the use of modified sensors for real-time practical applications such as tap water, soil, coffee, and tea extracts showed consistent results, making them a suitable electrode material.