Provided are an immobilized enzyme and an application thereof in continuous production. The immobilized enzyme is a Polyethyleneimine (PEI)-modified immobilized enzyme, and includes: an enzyme, which includes Amine Dehydrogenase (AmDH) and/or Formate Dehydrogenase (FDH); and a carrier, which is a cyanuric chloride-activated amino carrier. The problem in the prior art of poor performance of an immobilized enzyme is solved, the catalytic activity and reusability of the immobilized enzyme are improved, and the immobilized enzyme is suitable for the field of enzyme immobilization.