Catalytic materials obtained by enzyme immobilization have multiple potential applications in the food industry. The choice of the immobilization method and support may be critical to define the properties of the immobilized enzyme compared to the soluble form. Although the use of immobilized enzymes shows multiple advantages, their catalytic efficiency is compromised in many instances. Molecular engineering techniques have been used to generate hybrid proteins where the enzyme of interest is fused to a module with affinity to a specific biopolymer. Binding of the hybrid TmLac-CBM2 protein, in which the β-galactosidase from Thermotoga maritima is fused to a carbohydrate-binding module from Pyrococcus furiosus, to cellulosic material from aquatic biomass wastes (such as Posidonia oceanica and Arundo donax) has been assayed. Both species generate environmental wastes that could be revalorized if converted into bioactive materials. Cellulose cryogels, but not films, from P. oceanica were able to bind the TmLac-CBM2 hybrid, with a higher immobilization yield (90%) than that from A. donax cellulose cryogels (60%). However, fractions containing also hemicellulose were less effective as immobilization supports in both cases, with yields of 47% and 30%, respectively. Cellulose cryogels loaded with β-galactosidase were able to hydrolyse lactose with the same efficiency as the free form of the enzyme. In contrast, enzyme-loaded cellulose films were inactive. This study represents a proof of concept for the valorisation of cellulosic wastes as bioactive materials. Furthermore, it provides information about the interaction specificity between the binding module and the cellulosic support, useful for other enzymes.