The effect of the support size on the properties of enzyme immobilization was investigated by using chitosan macroparticles and nanoparticles. They were prepared by precipitation and ionotropic gelation, respectively, and were characterized by Fourier transform infrared (FTIR) spectroscopy, differential scanning calorimetry (DSC), transmission electron microscopy (TEM), light scattering analysis (LSA), and N2 adsorption–desorption isotherms. β-Galactosidase was used as a model enzyme. It was found that the different sizes and porosities of the particles modify the enzymatic load, activity, and thermal stability of the immobilized biocatalysts. The highest activity was shown by the enzyme immobilized on nanoparticles when 204.2 mg protein·(g dry support)−1 were attached. On the other hand, the same biocatalysts presented lower thermal stability than macroparticles. β-Galactosidase immobilized on chitosan macro and nanoparticles exhibited excellent operational stability at 37 °C, because it was still able to hydrolyze 83.2 and 75.93% of lactose, respectively, after 50 cycles of reuse.