Catalysis makes chemical and biochemical reactions kinetically accessible. From a technological point of view, organic, inorganic, and biochemical catalysis is relevant for several applications, from industrial synthesis to biomedical, material, and food sciences. A heterogeneous catalyst, i.e., a catalyst confined in a different phase with respect to the reagents’ phase, requires either its physical confinement in an immobilization matrix or its physical adsorption on a surface. In this review, we will focus on the immobilization of biological catalysts, i.e., enzymes, by comparing hard and soft immobilization matrices and their effect on the modulation of the catalysts’ function. Indeed, unlike smaller molecules, the catalytic activity of protein catalysts depends on their structure, conformation, local environment, and dynamics, properties that can be strongly affected by the immobilization matrices, which, therefore, not only provide physical confinement, but also modulate catalysis.