Immobilization of enzymes on solid supports is crucial in enzymatic reactions and catalysis as it allows reutilization of soluble enzymes and reduces cost. Covalent immobilization of horseradish peroxidise (HRP) on surface-modified mesoporous activated carbon (SMAC) in combination with supercritical carbon dioxide (scCO2) has been investigated in this study. The supercritical medium achieved higher enzyme loading of 83.5% within 3 h compared to 54% when incubated in aqueous phosphate buffer for 30 h. HRP loading in the scCO2 environment was consistently higher for different HRP: SMAC ratios. The significant increase in the rate and quantity of HRP immobilization is attributed to the favourable transport properties of solutes in scCO2 coupled with greater affinity of HRP for the non-polar supercritical solvent which enhances the diffusivity of enzymes into the porous matrix. Immobilized HRP retained enzymatic activity after being reutilized 11 times which indicated that immobilization did not detract from HRP's activity. The immobilized HRP was successfully employed in removing phenol from water via polymerization of dissolved phenol in the presence of hydrogen peroxide (H2O2). The study shows the advantage of using a mesoporous substrate as the immobilization platform for enzymes in combination with scCO2 as the transport medium. It resulted in significant enhancement in the capacity as well as the uptake rate of HRP and resulting in the enhanced phenol removal.