A zinc oxide (ZnO) nanowires/macroporous silicon dioxide composite was used as support to immobilize horseradish peroxidase (HRP) simply by in situ cross-linking method. As cross-linker was adsorbed on the surface of ZnO nanowires, the cross-linked HRP was quite different from the traditional cross-linking enzyme aggregates on both structure and catalytic performance. Among three epoxy compounds, diethylene glycol diglycidyl ether (DDE) was the best cross-linker, with which the loading amount of HRP with pI of 5.3 reached as high as 118.1 mg/g and specific activity was up to 14.9 U/mg-support. The mass loss of HRP cross-linked with DDE was negligible during 50-H leaching at 4 °C, and the thermal stability of the immobilized HRP was also quite good. The catalytic performance of immobilized HRP to decolorize anthraquinone dye was explored by using Reactive Blue 19 (RB 19) and Acid Violet 109 (AV 109) as model substrates. The results indicated that the immobilized HRP exhibited high decolorization efficiency and good reusability. The decolorization efficiency reached 94.3% and 95.9% for AV 109 and RB 19 within the first 30 Min, respectively. A complete decolorization of these two dyes has been realized within 2-3 H by using this new biocatalysis system.