The electrochemical properties of thionine dye adsorbed into ZSM-5 and HZSM-5 zeolites (TH/ZSM-5, TH/HZSM-5) are studied in 0.5 M KCl solution. The dye is strongly retained and not easily leached from the zeolites matrix. The samples are incorporated into the carbon paste electrode (TH/ZSM-5/P, TH/HZSM-5/P) for cyclic voltammetric measurements. The redox reactions of thionine incorporated into ZSM-5 zeolite contain a quasi-reversible, two-electron one proton in the pH range 1 to 10, but thionine-loaded HZSM-5 zeolite undergoes a quasi-reversible two-electron two-protons redox reaction under acidic conditions and a one proton two-electron redox reaction takes place under basic conditions. The separation of the anodic and cathodic potentials (Ep) is high in thionine-loaded zeolites (>100) with respect to the solution of thionine (Ep = 34 for ZSM-5/P and 36 mV for HZSM-5/P), indicating that there are strong interaction between thionine molecules and the zeolites. The midpoint potentials (Em) for TH/ZSM-5/P and TH/HZSM-5/P are −0.203 and −0.381 V, respectively. However, the midpoint potentials for the solution of thionine for the electrode system of ZSM-5/P and HZSM-5/P are −0.335 and −0.407 V, respectively. Thus, thionine dye molecules incorporated into the zeolites can be reduced more easily with respect to solution of thionine. In various electrolyte solutions, the midpoint potentials remains constant, but the midpoint potential of the thionine-zeolite electrodes depends on the solution pH. Influence of the pH of the solution on the midpoint potential of an immobilized dye reveals that thionine molecules are accessible to protons. This property is ascribed to the formation of mesopores in the structure of our zeolites suffering from a calcination step.