The mechanochemical encapsulation of enzymes during the synthesis of metal–organic frameworks (MOF) have been thought to be a natural, economical, new, and environmentally friendly step in synthesizing supported enzymatic catalysts. In this study, for the first time, a mechanochemical technique was employed to immobilize Candida rugosa lipase (CRL), and two zinc-based MOF types (Zn-MOF-74 and ZIF-8) were preferred. The enzyme kinetics and immobilization parameters (pH, temperature, thermal stability and reusability) of the prepared encapsulated enzymes (Zn-MOF-74@CRL and ZIF-8@CRL) were investigated. The prepared encapsulated enzymes were characterized by FTIR, SEM and XRD. It was observed that the catalytic activity of Zn-MOF-74 @CRL was six times higher than that of ZIF-8@CRL. After five reuses, the activities of Zn-MOF-74@CRL and ZIF-8@CRL were found to be 81% and 73% retained, respectively. After being subjected to 60 °C for 120 min, ZIF-8@CRL and Zn-MOF-74@CRL maintained their activities at 65% and 73%, respectively. The enantioselective hydrolysis reaction of racemic naproxen methyl ester was chosen as the model reaction. The results showed Zn-MOF-74@CRL possessed better enantioselectivity (E = 245) than ZIF-8@CRL (E = 136). This study demonstrated that it is possible to create biocatalysts with excellent catalytic properties for the pharmaceutical industry using MOFs produced by the mechanochemical method.