The search for ideal solid support that promotes enzyme stability, easy separation and reuse cycles in different processes has grown widely. In this sense, core‐shell polymer particles draw attention because they are already widely used in adsorption, catalysis, and drug delivery, due to their remarkable advantages in surface properties adjustment, excellent mechanical stability, and high chemical resistance, as a result of the combination of the characteristics of the polymers that form the core and shell of the structure. Thus, this review article provides an overview of the synthesis processes of these particles, highlighting the characteristics that can be obtained from each synthesis technique, as well as the most recently used techniques to obtain polymeric particles with core‐shell morphology. The advantages and main challenges for the application of these structures in the immobilization of enzymes are also discussed, providing a general summary of what has been explored in the literature. Despite the potential of application, the use of these materials in the immobilization of enzymes is still little explored, with studies focused mainly on lipases and around the same classes of polymers. Therefore, there is an opportunity window regarding the investigation of the immobilization of other enzymes of commercial interest on these polymeric supports.