In this study, we report the synthesis of graphene oxide nanosheets (GON) by a modified Hummers method. Then, a protease purified from the Penaeus vannamei shrimp was immobilized on the GON activated with glutaraldehyde. Several techniques such as SEM, DLS and FTIR were applied to characterize the different nano-structures at the different levels. The immobilization of the protease on the GON activated with glutaraldehyde did not affect the optimum pH, but significantly improved thermal stability and stability at extreme pH values, as well as activity at 90 °C. After 24 h of incubation at 90 °C, the free enzyme retained less than 10% of the activity, while the immobilized enzyme kept more than 90% of its original activity. The apparent Km and Vmax for Penaeus vannamei protease remained fairly similar after immobilization, a very relevant data considering the large size of the substrate (casein).In the hydrolysis of casein at 70 °C and in the presence of 2 M urea, the immobilized enzyme exhibited a higher activity than the free enzyme. The results indicate that the immobilization of the enzyme Penaeus vannamei protease on GON activated with glutaraldehyde increases its already high stability against environmental stresses and makes it suitable for biotechnological and industrial applications.