The immobilization of four different proteases on a series of molecular sieves, including microporous HY, NaY, NH4Y, MCM-22, Hβ zeolites, modified Y zeolites HDAY, HNH4DAY, and mesoporous MCM-41, by adsorption was systematically investigated. The four proteases were α-chymotrypsin, papain, subtilisin, and thermoase (or its pure form thermolysin). The results showed that the enzyme loading amount and the activity of immobilized enzyme were significantly affected not only by the structures and textures of molecular sieves and the enzyme properties, but also by the adsorptive conditions such as buffer pH values and enzyme concentration. In most cases, the amount of protease loading on molecular sieves was relatively higher at pH 6.0, but declined with further increasing of pH values. The nature of the interaction between protease and molecular sieves is discussed. As for α-chymotrypsin, its loading amount on Hβ zeolites was found to be the highest, whereas the activity of α-chymotrypsin immobilized on MCM-22 was the highest, which is probably due to different adsorption states.