Enzyme immobilization is the core technology of biocatalysis. Over the past few decades, enzyme immobilization research mainly focused on single enzyme immobilization. In recent years, multi-enzyme immobilization attracts more and more attention as it could increase the local concentration of reaction and improve the reaction yield. In this review, a summary of the recent progress, together with our research, is presented. Special emphasis is placed on four methods in multi-enzymes co-immobilization, namely, the nonspecific covalent co-immobilization, the nonspecific non-covalent co-immobilization, the non-covalent encapsulation co-immobilized and the site specificity co-immobilized. Finally, some industrial uses of immobilized multi-enzymes were addressed and the application prospect of multi-enzyme immobilization was highlighted.