In this study, β-galactosidase enzyme from Kluyveromyces fragilis was immobilised on a commercial polyethersulfone membrane surface, 10 kDa cut-off. An integrated process, concerning the simultaneous hydrolysis-ultrafiltration of whey lactose was studied and working conditions have been fixed at 55°C and pH 6.9, the same conditions that are used for the industrial process of protein concentration. For the immobilisation, best results were obtained using 5% (v/v) of glutaraldehyde solution and 0.03 M galactose; the total activity recovery coefficient (TARC) was 44.2%. The amount of immobilised enzyme was 12.49 mg with a total activity of 86.3 LAU at 37°C, using 5% (w/v) lactose solution in phosphate buffer (100 mM pH 6.9). The stability of the immobilised enzyme was approximately 585 fold higher in comparison with the stability of free enzyme. Multipoint covalent immobilisation improves the stability of the enzyme, thereby enhancing the decision to use the membrane as a filtering element and support for the enzyme immobilisation.