Horseradish peroxidase (HRP) was immobilised on Eupergit C 250 L resin coated with poly-electrolytes, or by entrapment inside pre-formed layer-by-layer (LbL) micro-capsules of poly-electrolytes. In these systems, namely HRP/E-LbL, HRPm/LbL and HRPm/LbLp, the native enzyme retained its catalytic activity. Immobilised HRP showed a significant activity in the oxidation of selected azo, quinoline and fluorone dyes with H2O2 as the primary oxidant under mild experimental conditions, and HRPm/LbL was the best catalyst. A comparison between the catalytic efficiency of different redox mediators for HRP activity was made by using 1-hydroxybenzotriazole (HOBt), violuric acid (VLA) and veratrylic alcohol (VA). As a general trend, azo dyes were degraded in higher yields, and HOBt was the best mediator for the oxidation. The degradation yield increased on increasing the reaction time and reached the highest value after 12 h, which is comparable with that observed for native HRP. Notably, HRPm/LbL retained its catalytic activity for more runs.