Peroxygenase is an enzyme that can convert a double bond to an epoxide. Peroxygenase activity from oat (Avena sativa) seeds was immobilized on synthetic membranes. The immobilized preparation was tested on oleic acid in aqueous and heptane media. The order of oxidant activity was tert-butyl hydroperoxide > cumene hydroperoxide > H2O2-Urea-H2O2. The immobilized preparation could be reused. Oleic acid was a preferred substrate compared to its trans analogue, elaidic acid.