Two new modified carbon paste electrodes (CPEs) based on two different X type zeolites, a natural zeolitic volcanic tuff (NZ) and a NaX type synthetic zeolite (SZ), modified with methylene green (MG) were developed. Cyclic voltammetry measurements revealed a reasonably fast electron transfer rate and a good stability for both investigated electrodes. The observed differences between the electrochemical behavior of MG-NZ-CPEs and MG-SZ-CPEs (the effect of pH on the formal standard potential, the magnitude of the rate constants for heterogeneous electron transfer and electrode response decay) were explained in terms of zeolites structure. The modified electrodes showed moderate electrocatalytic effect towards H2O2 reduction and a relatively low limit of detection (0.5 mM for MG-NZ-CPEs).