We fabricated an enzyme fuel cell (EFC) device based on glucose as fuel and glucose oxidase (GOx) as biocatalyst. As a strategy to improve GOx stability, preserving at the same time the enzyme catalytic activity, we propose an immobilization procedure to entrap GOx in a polymer matrix based on Nafion and multiwalled carbon nanotubes. Circular dichroism (CD) spectra were recorded to study changes in the 3D structure of GOx that might be generated by the immobilization procedure. The comparison between the CD features of GOx immobilized and free in solution indicates that the shape of the spectra and position of peaks do not significantly change. The bioelectrocatalytic activity toward glucose oxidation of immobilized GOx was studied by cyclic voltammetry and chronoamperometry experiments. Such electrochemical experiments allow monitoring the rate of GOx-catalyzed glucose oxidation and extrapolating GOx kinetic parameters. Results demonstrate that immobilized GOx has high catalytic efficiency, due the maintaining of regular and well-ordered structure of the immobilized enzyme, as indicated by spectroscopic findings. Once investigated the electrode structure-property relationship, an EFC device was assembled using the GOx-based bioanode, and sulfonated poly ether ether ketone as electrolyte membrane. Polarization and power density curves of the complete EFC device were acquired, demonstrating the suitability of the immobilization strategy and materials to be used in EFCs.