Several approaches were compared for the entrapment of proteins within hydrazide-activated silica for use in affinity microcolumns and high performance affinity chromatography. Human serum albumin (HSA) and concanavalin A (Con A) were used as model proteins for this work. Items considered in this study included the role played by the solution volume, amount of added protein, and use of slurry vs. on-column entrapment on the levels of solute retention and extent of protein immobilization that could be obtained by means of entrapment. The levels of retention and protein immobilization were evaluated by injecting warfarin or 4-methylumbellipheryl α-D-mannopyranoside as solutes with known binding properties for HSA or Con A. Altering both the solution volume and amount of added protein led to an increase of up to 17-fold in the extent of protein immobilization for HSA in slurry-based entrapment; on-column entrapment provided an additional 3.6-fold increase in protein content vs. the optimized slurry method. Similar general trends were seen for Con A. The protein contents obtained by entrapment for HSA or Con A (i.e., up to ~87 and 46 mg/g silica, respectively) were comparable to or higher than levels reported for the covalent immobilization of these proteins onto silica. The retention of warfarin on the entrapped HSA was at least 1.7-fold higher than has been obtained under comparable support and mobile phase conditions when using covalent immobilization. These results indicated that entrapment can be an attractive alternative to covalent immobilization for proteins such as HSA and Con A, with this approach serving as a potential means for obtaining good solute binding and retention in work with affinity microcolumns or related microscale devices.