A novel type of biocatalyst that combines the good properties of cross-linked enzyme aggregates (CLEAs) and hydrophilic microenvironments has been developed. Dextran sulfate- and polyethyleneimine-coated CLEAs of penicillin acylase (CLEA-GDP) were prepared by adding the polymers of different sizes before the precipitation stage of the enzyme. This study presents the development and optimization of a protocol to produce such a biocatalyst using penicillin acylase as a model. Experiments show that CLEA-GDPs have a highly increased stability in organic media. The average half-life of the preparations was much higher than standard CLEA without a microenvironment (CLEA-G), (e.g., more than 25-fold) in the presence of dioxane. However, their thermal stability was not increased, which leads to the conclusion that the stability of CLEA-GDPs in organic media is due to the hydrophilic microenvironment that surrounds the protein enzyme more than to a conformational stiffening effect. This is further supported by solvation experiments that show a preferential hydration of CLEA when polymers are used to coat the enzyme. CLEA-GDPs are clearly better than other biocatalysts in terms of solvent stability.