Chloroperoxidase (CPO) is one of the most versatile of the heme peroxidase enzymes for synthetic applications. Despite the potential use of CPO, commercial processes have not been developed because of the low water solubility of many organic substrates of synthetic interest and the limited stability due to inactivation by H2O2. CPO catalytic properties have been studied in aqueous solutions in the presence of short-chain poly(ethylene glycol)s (PEGs), and the sulfoxidation of thioanisole, as model substrate, has been investigated. The addition of PEGs allows a better substrate solubilization in the reaction mixture and the enzyme to retain more of its initial activity, with respect to pure buffer. Kinetic studies were performed to optimize the experimental conditions, and complete enantioselective conversion to the (R)-sulfoxide (ee = 99%) was observed in the presence of PEG 200 and tri(ethylene glycol). The relevant stabilization of chloroperoxidase due to the presence of PEGs allows the enzyme to convert the substrate with significant product yields even after 10 days, with a consequent increase in enzyme productivity. This is a promising result in view of industrial application of the enzyme.