Enzyme immobilization is of increasing importance for biocatalysis, for which good supports are critical. Herein, two new Preyssler‐type polyoxometalate (POM)‐based coordination polymers, namely, {Cu(H2biim)2{Cu(H2biim)2(μ‐H2O)}2Cu(H2biim)(H2O)2H({Cu(H2biim)(H2O)2}0.5)2((μ‐C3HN2Cl2){Cu(H2biim)}2){Z(H2O)P5W30O110}⋅x H2O}n (1: Z=Na, x=9; 2: Z=Ag, x=10; H2biim=2,2′‐biimidazole) were designed and synthesized. Compounds 1 and 2 exhibit the same skeletons, which contain multiple CuII complex fragments and penta‐supported {ZP5W30} (Z=Na, Ag) clusters. They were first employed to immobilize horseradish peroxidase (HRP). Results show that compounds 1 and 2 are good supports for HRP immobilization, and exhibit higher enzyme loading, lower loading times, and excellent reusability. The immobilized HRP (HRP/1 or HRP/2) was further applied to detect H2O2, and good sensitivity, wide linear range, low detection limit, and fast response were achieved. This work shows that POM‐based hybrid materials are a new kind of promising support for enzyme immobilization. Pinning down catalysts: Two new Preyssler‐type polyoxometalate‐based coordination polymers were synthesized and applied to immobilize horseradish peroxidase (HRP). These polymers exhibited higher enzyme loading, required a shorter loading time, and exhibited excellent reusability (see figure).