Nanozeolites with different crystallographic structures (Nano/TS1, Nano/GIS, Nano/LTA, Nano/BEA, Nano/X, and Nano-X/Ni), functionalized with (3-aminopropyl)trimethoxysilane (APTMS) and crosslinked with glutaraldehyde (GA), were studied as solid supports for Thermomyces lanuginosus lipase (TLL) immobilization. Physicochemical characterizations of the surface-functionalized nanozeolites and nanozeolite-enzyme complexes were performed using XRD, SEM, AFM, ATR-FTIR, and zeta potential measurements. The experimental enzymatic activity results indicated that the nanozeolitic supports functionalized with APTMS and GA immobilized larger amounts of enzymes and provided higher enzymatic activities, compared to unfunctionalized supports. Correlations were observed among the nanozeolite surface charges, the enzyme immobilization efficiencies, and the biocatalyst activities. The catalytic performance and reusability of these enzyme-nanozeolite complexes were evaluated in the ethanolysis transesterification of microalgae oil to fatty acid ethyl esters (FAEEs). TLL immobilized on the nanozeolite supports functionalized with APTMS and GA provided the most efficient biocatalysis, with FAEEs yields above 93% and stability during five reaction cycles. Lower FAEEs yields and poorer catalytic stability were found for nanozeolite-enzyme complexes prepared only by physical adsorption. The findings indicated the viability of designing highly efficient biocatalysts for biofuel production by means of chemical modulation of nanozeolite surfaces. The high biocatalyst catalytic efficiency observed in ethanolysis reactions using a lipid feedstock that does not compete with food production is an advantage that should encourage the industrial application of these biocatalysts.