Enzymes are excellent catalysts in many applications due to their biocompatibility, low energy consumption, unique selectivity, and mild reaction condition. However, some disadvantages limit the usage of enzymes in end uses, such as low stabilities and difficult recovery. In order to overcome these disadvantages, enzyme immobilization was developed. Among various kinds of substrates for attaching enzyme, cellulose and its derivatives are one of the ideal matrixes because they are low cost, nontoxic, renewable, biodegradable, and biocompatible. In this review, we summarize recent progress in the research of enzyme immobilization on cellulose matrixes.