The activity and secondary structure of horseradish peroxidase (HRP) was studied in aqueous solution containing alpha-, beta- and gamma-cyclodextrin (CD). The results showed that the activity of HRP was enhanced to different extents by the three kinds of CD. A Fourier Transform infrared (FTIR) spectroscopy study indicated that the amount of alpha-helical structure was important for the activity of HRP. This phenomenon is discussed.