An immobilised enzyme reactor (IMER) in the form of capillary monolith was developed for a micro-liquid chromatography system. The plain monolith was obtained by in situ thermal copolymerisation of glycidyl methacrylate and ethylene dimethacrylate in a fused silica capillary (200 × 0.53 mm ID) by using n-propanol/1,4-butanediol as porogen. The enzyme, α-chymotrypsin (CT), was covalently attached onto the monolith via triazole ring formation by click-chemistry. For this purpose, the monolithic support was treated with sodium azide and reacted with the alkyne carrying enzyme derivative. CT was covalently linked to the monolith by triazole-ring formation. The activity behaviour of monolithic IMER was investigated in a micro-liquid chromatography system by using benzoyl-L-tyrosine ethyl ester (BTEE) as synthetic substrate. The effects of mobile-phase flow rate and substrate feed concentration on the final BTEE conversion were investigated under steady-state conditions. In the case of monolithic IMER, the final substrate conversion increased with increasing feed flow rate and increasing substrate feed concentration. Unusual behaviour was explained by the presence of convective diffusion in the macropores of monolith. The results indicated that the monolithic-capillary IMER proposed for micro-liquid chromatography had significant advantages with respect to particle-based conventional high-performance liquid chromatography-IMERs.