We apply the continuous delayed feedback method of Pyragas to the experimental control of chaos in the peroxidase-oxidase (PO) reaction. Unstable periodic 1(1) and 1(2) orbits embedded in the chaotic PO attractor were stabilized in CSTR experiments. The stabilization is demonstrated by a minimum in the experimental dispersion function and by the equality of the delay time tau and the period of the stabilized attractor. In model calculations we compare the Pyragas method with the discontinuous control method by Ott, Grebogi, and Yorke (OGY). Experimental noise reduces the control efficiency of the OGY method much more severely than that of the Pyragas method precluding the experimental stabilization of unstable periodic orbits by the OGY method in the present PO system.