The immobilized metal affinity cryogels based on poly(2-hydroxyethyl methacrylate- co-glycidyl methacrylate) (p(HEMA-GMA)) containing hydroxy and epoxy groups were prepared by free-radical copolymerization under cryogenic condition and then functionalized with iminodiacetic acid and chelated Cu2+, Ca2+, and Fe3+ ions to the p(HEMA-GMA) cryogel. The structures of p(HEMA-GMA) and immobilized metal-affinity cryogels were analyzed by Fourier transform infrared spectroscopy and scanning electron microscopy (SEM)-energy dispersive X-ray spectroscopy. SEM results showed that the prepared cryogels had interconnected pores with the size of 30-100 μm. The performance of water swelling into the cryogels was fitted in Fickian diffusion. The adsorption property of cryogels was influenced by the immobilized ionic type, temperature, and adsorbate. The adsorption capacity of immobilized Cu2+ cryogel (p(HEMA)-Cu2+ (0.5 M) cryogel) was the highest in comparison with that of Ca2+ and Fe3+ affinity cryogels under the same condition. The maximum adsorption capacity of p(HEMA)-Cu2+ (0.5 M) cryogel for porcine pancreatic lipase was 150.14 mg/g at a higher temperature of 35 °C, whereas for bovine serum albumin, the maximum adsorption capacity was 154.11 mg/g at a lower temperature of 25 °C. The research of thermodynamics and kinetics indicated that the mechanism of the protein adsorption process corresponded to the Langmuir model and pseudo-second-order model.