The effect of the porous structure of mesocellular silica foams (MCFs) on the lysozyme (LYS) adsorption capacity, as well as the rate, was studied to design the effective sorbent for potential applications as the carriers of biomolecules. The structural (N₂ adsorption/desorption isotherms), textural (SEM, TEM), acid-base (potentiometric titration), adsorption properties, and thermal characteristics of the obtained lysozyme/silica composites were studied. The protein adsorption equilibrium and kinetics showed significant dependence on silica pore size. For instance, LYS adsorption uptake on MCF-6.4 support (pore diameter 6.4 nm) was about 0.29 g/g. The equilibrium loading amount of LYS on MCF-14.5 material (pore size 14.5 nm) increased to 0.55 g/g. However, when the pore diameter was larger than 14.5 nm, the LYS adsorption value systematically decreased with increasing pore size (e.g., for MCF-30.1 was only 0.27 g/g). The electrostatic attractive interactions between the positively charged lysozyme (at pH = 7.4) and the negatively charged silica played a significant role in the immobilization process. The differences in protein adsorption and surface morphology for the biocomposites of various pore sizes were found. The thermal behavior of the studied bio/systems was conducted by TG/DSC/FTIR/MS coupled method. It was found that the thermal degradation of lysozyme/silica composites was a double-stage process in the temperature range 165–420–830 °C.