In this work, the facile preparation of alumina-based hybrid systems supporting soybean peroxidase (SBP) for biocatalytic applications was tested and the resulting materials were compared with a previously examined heterogeneous biocatalyst containing SBP covalently immobilized on silica monoliths. The hybrid systems were investigated to obtain structural information regarding their activity. The amount of SBP immobilized, the stability and activity of the hybrid systems were tested. Using the adsorption of NO as a probe molecule, infrared and fluorescence spectroscopy provided insights into the structure-activity relationship of free and supported SBP. This approach has produced a general strategy for predicting the activity of supported enzymes.