Horseradish peroxidase immobilization inside molecular sieves with pores hexagonally structured as such or functionalized with copper ions is presented in comparison with the bidimensional immobilization onto aerosil A380 particles. Immobilization was performed under mild conditions that do not lead to enzyme denaturation. Guest–host interactions were pursued spectrophotometrically and by thermal analysis measurements. FTIR spectroscopy showed no major secondary structural change for the entrapped enzyme despite some influence of the support functionalization that can be supposed. The activity of the immobilized enzyme was tested in the oxidation of Alizarin Red S (ARS) with hydrogen peroxide. It was found that the dye oxidation is catalyzed by the enzyme in homogeneous reaction but the rate becomes much slower in heterogeneous catalytic processes with prepared catalysts. It seems that horseradish peroxidase immobilization in simple porous silica or alumino-silica post synthesis blocks the enzyme activity. In addition, copper ions make a stable complex with ARS hindering its oxidation as well.