Cascade reactions catalyzed by multi-enzyme systems are important in science and industry and can be used to synthesize drugs and nutrients. In this study, two types of macromolecules of bi-enzyme self-assembly clusters (BESCs) consisting of carbonyl reductase (CpCR) and glucose dehydrogenase (GDH) were examined. Stereoselective CpCR and GDH were successfully fused with SpyCatcher and SpyTag, respectively, to obtain four enzyme modules, namely: SpyCatcher-CpCR, SpyCatcher-GDH, SpyTag-CpCR, and SpyTag-GDH, which were covalently coupled in vitro to form two types of hydrogel-like BESCs: CpCR-SpyCatcher-SpyTag-GDH and GDH-SpyCatcher-SpyTag-CpCR. CpCR-SpyCatcher-SpyTag-GDH showed a better activity and efficiently converted ethyl 2-oxo-4-phenylbutyrate (OPBE) to ethyl(R)2-hydroxy-4-phenylbutanoate ((R)-HPBE), while regenerating NADPH. At 30 °C and pH 7, the conversion rate of OPBE with CpCR-SpyCatcher-SpyTag-GDH as a catalyst reached 99.9%, with the ee% of (R)-HPBE reaching above 99.9%. This conversion rate was 2.4 times higher than that obtained with the free bi-enzyme. The pH tolerance and temperature stability of the BESCs were also improved compared with those of the free enzymes. In conclusion, bi-enzyme assemblies were docked using SpyCatcher/SpyTag to produce BESCs with a special structure and excellent catalytic activity, improving the catalytic efficiency of the enzyme.