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An oxidative enzyme, horseradish peroxidase (HRP), was immobilized on phosphorus- and/or calcium-modified MCM-41 mesoporous silicas with suitable pore diameters. Structural analyses by means of XRD and nitrogen adsorption confirmed that the P- and/or Ca-modified MCM-41 materials retained their structural quality even after the modification or the enzyme immobilization. Detailed studies of the adsorption behaviors and characterization using FT-IR spectroscopy and zeta potential measurements revealed that the P and Ca atoms attached on the silica surface provided increased uptake of HRP molecules, which is attributable to the more negatively charged surface or strong interatomic interactions between these atoms and the functional groups of the enzyme. In particular, P-modified MCM-41 showed an improved adsorption capacity in a short adsorption period and over a wide pH range without denaturation of the protein structure, in which the largest HRP adsorption capacity was 154 mg/g. Furthermore, HRP immobilized on P-modified MCM-41 showed higher enzymatic activity and reusability in the oxidation of 1,2-diaminobenzene in an organic solvent at a temperature of 37 °C than that immobilized on the parent MCM-41. This enhancement in enzymatic activity can be related to the structural integrity of loaded HRP molecules and the strong adsorption on the P-MCM-41 surface. This work thus demonstrates that mesoporous silica bearing P and/or Ca atoms can provide a surface environment suitable for enzyme immobilization.