Endo-beta-1,4-xylanase derived from Trichoderma reesei was covalently immobilized on poly (ethylene glycol) methyl ether 5000 (mPEG5000), and the resulting immobilized enzyme had a residual activity of 72.4 % with 82.9 % of PEGylated amino groups. Compared with the free enzyme, the immobilized xylanase was stable at pH values in the range of 4.0-6.0 and temperatures in the range of 50-65 degrees C. A self-extractive bioconversion system composed of immobilized xylanase, mPEG5000, and sodium citrate was used to produce xylo-oligosaccharides and provided a better distribution of the xylo-oligosaccharides than the free enzyme. Furthermore, the immobilized xylanase could be effectively recovered in situ following the hydrolysis reaction.