Enzymes are used as biocatalysts in a vast range of industrial applications. Immobilization of enzymes to solid supports or their self-assembly into insoluble particles enhances their applicability by strongly improving properties such as stability in changing environments, re-usability and applicability in continuous biocatalytic processes. The possibility of co-immobilizing various functionally related enzymes involved in multistep synthesis, conversion or degradation reactions enables the design of multifunctional biocatalyst with enhanced performance compared to their soluble counterparts. This review provides a brief overview of up-to-date in vitro immobilization strategies while focusing on recent advances in enzyme engineering towards in situ self-assembly into insoluble particles. In situ self-assembly approaches include the bioengineering of bacteria to abundantly form enzymatically active inclusion bodies such as enzyme inclusions or enzyme-coated polyhydroxyalkanoate granules. These one-step production strategies for immobilized enzymes avoid prefabrication of the carrier as well as chemical cross-linking or attachment to a support material while the controlled oriented display strongly enhances the fraction of accessible catalytic sites and hence functional enzymes.