The encapsulation of chloroperoxidase from Caldariomyces fumago (CPO) in block copolymer polymersomes is reported. Fluorescence and electron microscopy show that when the encapsulating conditions favour self-assembly of the block copolymer, the enzyme is incorporated with concentrations that are 50 times higher than the enzyme concentration before encapsulation. The oxidation of two substrates by the encapsulated enzyme was studied: i) pyrogallol, a common substrate used to assay CPO enzymatic activity and ii) thioanisole, of which the product, (R)-methyl phenyl sulfoxide, is an important pharmaceutical intermediate. The CPO-loaded polymersomes showed distinct reactivity towards these substrates. While the oxidation of pyrogallol was limited by diffusion of the substrate into the polymersome, the rate-limiting step for the oxidation of thioansiole was the turnover by the enzyme.