We present the synthesis of a cross-linking enzyme aggregate (CLEAS) of a peroxidase from Megathyrsus maximus (Guinea Grass) (GGP). The biocatalyst was produced using 50%v/v ethanol and 0.88%w/v glutaraldehyde for 1 h under stirring. The immobilization yield was 93.74% and the specific activity was 36.75 U mg−1. The biocatalyst surpassed by 61% the free enzyme activity at the optimal pH value (pH 6 for both preparations), becoming this increase in activity almost 10-fold at pH 9. GGP-CLEAS exhibited a higher thermal stability (2–4 folds) and was more stable towards hydrogen peroxide than the free enzyme (2–3 folds). GGP-CLEAS removes over 80% of 0.05 mM indigo carmine at pH 5, in the presence of 0.55 mM H2O2 after 60 min of reaction, a much higher value than when using the free enzyme. The operational stability showed a decrease of enzyme activity (over 60% in 4 cycles), very likely related to suicide inhibition.