Cyclodextrin nanosponges bearing carboxylate groups have been prepared by crosslinking β-cyclodextrin with pyromellitic dianhydride to form a carboxylic acid terminated nanoporous material. The surface of the particles was covalently modified with an anti-IgG antibody and then loaded with horseradish peroxidase. The structures of unmodified and protein modified nanosponge particles were investigated by Raman spectroscopy and imaging methods. Confocal microscopy indicates that the antibody is located in the outside of the particle while HRP is encapsulated in the inner part. The possibility to use these modified nanosponges as a signal enhancement tool in enzyme-linked colorimetric and electrochemical assays was evaluated using a sandwich format comprising immobilised gliadin as an antigen, a target anti-gliadin antibody and an anti-IgG antibody conjugated to the enzyme-loaded nanosponge immunoconjugates.