This paper reviews the immobilization of a thermophilic esterase, AFEST from the archaeon Archaeoglobus fulgidus, on a hydrophobic macroporous resin and its application in polyester synthesis using the ring-opening polymerization of ${varepsilon}$-caprolactone as a model. Using the physical adsorption technique, the AFEST loading concentration after 24 h was 152 mg AFEST per g of support. Particle size and surface morphology of the immobilized enzyme were investigated using laser scattering analysis and scanning electron microscopy. The effects of enzyme concentration, temperature, reaction time and reaction medium on monomer conversion and product molecular weight were systematically investigated. Through the optimization of reaction parameters, poly(${varepsilon}$-caprolactone) was obtained at an almost 100% monomer conversion rate and with a low average molecular weight (< 1,100 g/mol). Finally, the immobilized enzyme exhibited good operational stability, with a monomer conversion value of more than 55% after four batch reactions.