In the present study, nanodiamond (ND) was blended with polymethyl methacrylate (PMMA) and then electrospun into nanofibers (nfPMMA-ND) for the immobilization of horseradish peroxidase (HRP). The maximum immobilization efficiency of HRP (96%) was detected at 10% ND and pH 7.0. ATR-FTIR, SEM and TEM were used to characterize the immobilized enzyme. The immobilized enzyme retained 60% of its initial activity after ten reuses. The pH was shifted from 7.0 for soluble HRP to 7.5 for the immobilized enzyme. The soluble HRP had an optimum temperature of 30 °C, whereas this temperature was shifted to 40 °C for the immobilized enzyme. The substrate analogs were oxidized by immobilized HRP with higher efficiencies than those of soluble HRP. The kinetic results showed that the soluble HRP had more affinity toward guiacol and H2O2 than immobilized HRP. The effect of metal ions on soluble and immobilized HRP was studied. The immobilized HRP was markedly more stable when it exposed to urea, isopropanol, butanol and heptane compared with the soluble enzyme. The immobilized HRP exhibited high resistance to proteolysis by trypsin than that of soluble enzyme. In conclusion, the nfPMMA-ND-HRP could be employed in several applications such as biosensor, biomedical and bioremediation.