Biochemical and biomedical applications of graphene oxide (GO) critically rely on the interaction of biomolecules with it. It has been previously reported that the biological activity of the GO–enzyme conjugate decreases due to electrostatic interaction between the enzymes and GO. Herein, the immobilization of horseradish peroxidase (HRP) and oxalate oxidase (OxOx) on chemically reduced graphene oxide (CRGO) are reported. The enzymes can be adsorbed onto CRGO directly with a tenfold higher enzyme loading than that on GO, and maximum enzyme loadings reach 1.3 and 12 mg mg−1 for HRP and OxOx, respectively. Significantly, the more CRGO is reduced, the higher the enzyme loading. The CRGO–HRP conjugates also exhibit higher enzyme activity and stability than GO–HRP. Excellent properties of the CRGO–enzyme conjugates are attributed to hydrophobic interaction between the enzymes and the CRGO. The hydrophobic interaction mode of the CRGO–enzyme conjugates can be applied to other hydrophobic proteins, and thus could dramatically improve the performance of immobilized proteins. The results indicate that CRGO is a potential substrate for efficient enzyme immobilization, and is an ideal candidate as a macromolecule carrier and biosensor.