Bio-desulfurization is an efficient technology for removing recalcitrant sulfur derivatives from liquid fuel oil in environmentally friendly experimental conditions. In this context, the development of heterogeneous bio-nanocatalysts is of great relevance to improve the performance of the process. Here we report that lignin nanoparticles functionalized with concanavalin A are a renewable and efficient platform for the layer-by-layer immobilization of horseradish peroxidase. The novel bio-nanocatalysts were applied for the oxidation of dibenzothiophene as a well-recognized model of the recalcitrant sulfur derivative. The reactions were performed with hydrogen peroxide as a green primary oxidant in the biphasic system PBS/n-hexane at 45 °C and room pressure, the highest conversion of the substrate occurring in the presence of cationic polyelectrolyte layer and hydroxy-benzotriazole as a low molecular weight redox mediator. The catalytic activity was retained for more transformations highlighting the beneficial effect of the support in the reusability of the heterogeneous system.