Mannan oligosaccharides (MOSs) are excellent prebiotics that are usually obtained via the enzymatic hydrolysis of mannan. In order to reduce the cost of preparing MOSs, immobilized enzymes that demonstrate good performance, require simple preparation, and are safe, inexpensive, and reusable must be developed urgently. In this study, β-mannanase was immobilized on calcium alginate (CaAlg). Under the optimal conditions of 320 U enzyme addition, 1.6% sodium alginate, 2% CaCl2, and 1 h of immobilization time, the immobilization yield reached 68.3%. The optimum temperature and pH for the immobilized β-mannanase (Man-CaAlg) were 75 °C and 6.0, respectively. The Man-CaAlg exhibited better thermal stability, a high degree of pH stability, and less substrate affinity than free β-mannanase. The Man-CaAlg could be reused eight times and retained 70.34% of its activity; additionally, the Man-CaAlg showed 58.17% activity after 30 days of storage. A total of 7.94 mg/mL of MOSs, with 4.94 mg/mL of mannobiose and 3.00 mg/mL of mannotriose, were generated in the oligosaccharide production assay. It is believed that this convenient and safe strategy has great potential in the important field of the use of immobilized β-mannanase for the production of mannan oligosaccharides.