β-Galactosidase (β-Gal) is one of the most important enzymes used in milk processing for improving their nutritional quality and digestibility. Herein, β-Gal has been entrapped into a meso-macroporous material (average pore size 9 and 200 nm, respectively) prepared by a sol-gel method from a silica precursor and a dispersion of solid lipid nanoparticles in a micelle phase. The physisorption of the enzyme depends on the concentration of the feed solution and on the pore size of the support. The enzyme is preferentially adsorbed either in mesopores or in macropores, depending on its initial concentration. Moreover, this selective adsorption, arising from the oligomeric complexation of the enzyme (monomer/dimer/tetramer), has an effect on the catalytic activity of the material. Indeed, the enzyme encapsulated in macropores is more active than the enzyme immobilized in mesopores. Designed materials containing β-Gal are of particular interest for food applications and potentially extended to bioconversion, bioremediation, or biosensing when coupling the designed support with other enzymes.