Proteolytic enzymes have a wide range of applications in different industrial fields therefore the development of strategies focused in the optimization of their catalytic performance is a topic of great interest. Enzyme immobilization onto solid supports induces changes at structural level in the immobilized systems, and consequently some reaction characteristics can be enhanced; furthermore, immobilized enzymes can be reused in the same process. Due to the unique physicochemical and functional properties that chitin and its derivate chitosan possess, these biopolymers are an excellent option as support for enzyme immobilization. This review discusses the effects on the biochemical and operational performance of proteases immobilized in chitin and chitosan based materials. Some aspects related with the industrial applications of the immobilization systems are also mentioned.