Enzymatic catalysis has been pursued extensively in a wide range of important chemical processes for their unparalleled selectivity and mild reaction conditions. However, enzymes are usually costly and easy to inactivate in their free forms. Immobilization is the key to optimizing the in-service performance of an enzyme in industrial processes, particularly in the field of non-aqueous phase catalysis. Since the immobilization process for enzymes will inevitably result in some loss of activity, improving the activity retention of the immobilized enzyme is critical. To some extent, the performance of an immobilized enzyme is mainly governed by the supports used for immobilization, thus it is important to fully understand the properties of supporting materials and immobilization processes. In recent years, there has been growing concern in using polymeric materials as supports for their good mechanical and easily adjustable properties. Furthermore, a great many work has been done in order to improve the activity retention and stabilities of immobilized enzymes. Some introduce a spacer arm onto the support surface to improve the enzyme mobility. The support surface is also modified towards biocompatibility to reduce non-biospecific interactions between the enzyme and support. Besides, natural materials can be used directly as supporting materials owning to their inert and biocompatible properties. This review is focused on recent advances in using polymeric materials as hosts for lipase immobilization by two different methods, surface attachment and encapsulation. Polymeric materials of different forms, such as particles, membranes and nanofibers, are discussed in detail. The prospective applications of immobilized enzymes, especially the enzyme-immobilized membrane bioreactors (EMBR) are also discussed.