In this work, horseradish peroxidase (HRP) was immobilized onto polyurethane nanofiber membranes. The following variables were optimized to maximize the surface density of grafted HRP (Q): NaClO functionalization time (tf), immobilization time (ti), HRP concentration of the immobilization solution (CHRP), and immobilization temperature (T). Catalytic activity was evaluated using the decolorization reaction of Orange II (OII). A statistical analysis of SEM images demonstrates that fiber diameters (d) of native (M), AGE‐modified (MA), and HRP immobilized (MAH) electrospun membranes obeyed a log‐normal distribution and that the effects of the NaClO activation procedure, and the use of MAH membranes in OII oxidation during 4 h on the fiber size were negligible. Although obtained membranes at 40°C (MAH9540) presented the highest Q, matrices obtained at 20°C (MAH9520) exhibited the highest catalytic activity, indicating that HRP was partially inactivated during the immobilization at 40°C. Reusability tests demonstrated that membranes retained between 11% and 33% of their initial enzyme activity after a total reaction time between 4 and 8 h.