Application of biocatalytic membrane is promising in food, pharmaceutical, and water treatment industries, whereas enzyme immobilization is the key step of biocatalytic membrane preparation. Thus, how to minimize the negative effect of immobilization on enzyme performance is required to answer. In this work, we proposed a platform for biocatalytic membrane preparation and immobilization mechanism investigation based on polydopamine (PDA) coating, which was demonstrated by immobilizing five commonly used enzymes (lactase, glucose oxidase, lipase, pepsin, and dextranase) on three commercially available membranes via three immobilization mechanisms (electrostatic attraction, covalent bonding, and hydrophobic adsorption), respectively. By examining the enzyme loading, activity, and kinetics under different immobilization mechanisms, we found that except for dextranase, enzyme immobilization via electrostatic attraction retained the most activity, whereas covalent bonding and hydrophobic adsorption were detrimental to enzyme conformation. Enzyme immobilization via covalent bonding ensured a high enzyme loading, and hydrophobic adsorption was only suitable for lipase and dextranase immobilization. Moreover, the properties of functional groups around the enzyme active center should be considered for the selection of suitable immobilization strategy (i.e., avoid covering the active center by membrane carrier). This work not only established a versatile platform for biocatalytic membrane preparation but also provided a novel methodology to evaluate the effect of immobilization mechanisms on enzyme performance.