Immobilization of enzymes into different support materials has been widely studied as means to control their activity and stability. Here we will consider lipid liquid crystalline phases as enzyme carriers, as they have been demonstrated to have a high potential in a range of applications such as drug delivery, protein encapsulation or crystallization thanks to the wide range of self-assembly structures they can form, which have cavities of nano-scale dimensions. Furthermore, such structures have also been observed in a range of living organisms. Although, reverse cubic or hexagonal lipid aqueous phase can be used to entrap smaller biomolecules, it is still challenging to encapsulate bioactive macromolecules, such as proteins. Here, we will present a novel lipid system able to form highly swollen sponge phases (L3), with aqueous pores up to 13 nm of diameter. We will show that this structure is preserved even in excess aqueous solution, where they form sponge-like nanoparticles (L3 NPs) in which two enzymes of different sizes, Aspartic protease and beta-galactosidase (34 KDa and 460 KDa, respectively), could be included. To reveal the nature of the interaction between the enzymes and the lipid matrix, we studied the adsorption of both proteins on the lipid layers formed by the L3 NPs. The results will be discussed in terms of the ability of these nanoparticles to encapsulate and release of the proteins in the lipid matrix.