Immobilization of enzymes onto nanoparticles for enhanced biocatalytic activity via enzyme clustering is a growing field. In this paper, the effect of nanoparticle size on the hydrolytic activity of artificial cellulosomes was investigated. A simple method based on metal affinity coordination was employed to directly conjugate two enzymes, an endoglucanase CelA and an exoglucanase CelE, onto CdSe–ZnS core–shell quantum dots (QDs) without the use of any chemical modification or linker molecules such as streptavidin. Artificial cellulosomes were created by clustering the enzymes onto two different QDs (5 and 10 nm) to systematically study the influence of particle size and QD to enzyme ratio on the enhancement in cellulose hydrolysis. Our results indicate that enzyme proximity is the most important factor for activity enhancement while the influence of particle size is relatively modest. This detailed understanding will provide insights for the design of other artificial cellulosomes based on nanoclustering of multiple catalytic domains with significantly enhanced activities, and may be applicable for designing improved nanobiocatalysts for biofuel production, bioremediation, and drug design.