Enzyme immobilization on magnetic supports represents a great advantage for the industrial application of enzymatic catalysis since it allows an easy recovery of the catalyst, avoiding any contamination of the product by residual enzyme. Iron oxide nanoparticles are very useful for this purpose. Using a polymer to diminish the interaction between the magnetic cores themselves, can improve the colloidal stability of the support and prevent any interaction with the environment that would affect both support properties and enzyme stability. For this reason, in this work different magnetic micro-supports, based on polydopamine-coated iron oxide nanoparticles with a multi polysaccharide shell, have been developed. These supports have been used to immobilize chloroperoxidase, a very interesting enzyme, able to catalyze many reactions of large-scale interest, but whose application is limited by its sensitivity to reaction conditions. The multi polysaccharide shells of the supports were obtained through a combination of chitosan and alginate. An in-depth analysis of physicochemical and catalytic properties of all the developed magnetic supports is reported. CPO was successfully immobilized with an efficiency of entrapment between 92% and 100% in the case of supports with chitosan in the interior or outer shell respectively. A very good chemical stability of the support under reaction conditions was observed in the case of an interior shell of alginate and an outer coating of chitosan, together with an excellent reusability of the immobilized enzyme, that was recycled to catalyze up to 25 consecutive reaction cycles.