A one-step method to immobilize xylanase onto cellulosic material by fusion of expansin from Bacillus subtilis to xylanase LC9 without the requirement of prior purification of enzyme has been developed. Fusion enzyme EXLX-R2-XYN was specifically adsorbed onto corncob residue with high loading capacity due to bio-affinity adsorption of expansin onto cellulose. The immobilization yield was close to 100%, with a recovered activity of 82.4%. The immobilized EXLX-R2-XYN retained 45.3% of its activity after incubation at 70 °C for 3 h, whereas only 16.3% of the activity was left in free form under the same conditions. The conversion yield of XOS by using immobilized EXLX-R2-XYN reached up to 515 mg/g xylan from 2% corncob extracted xylan, which was higher than that of the free enzyme. The hydrolysis products were mainly xylobiose (57.5%) and xylotriose (38.4%), without undesirable xylose production. After five cycles of hydrolysis, more than 70% of conversion was obtained.