Lipase B from Candida antarctica (CALB) plays a prominent role as a biocatalyst in several industries, especially for biphasic conversion of functional lipids. Herein, an amphiphilic Janus halloysite nanosheet (JHNS) was fabricated and employed simultaneously as a solid surfactant for stabilizing Pickering emulsion and as a carrier for immobilizing CALB, with the aim to realize highly efficient biphasic bioconversion. The obtained JHNS could stabilize Pickering emulsion for at least 7 days. Immobilization of CALB on JHNS improved the substrate affinity, catalytic efficiency, thermal stability, and alkaline tolerance of the enzyme. Moreover, JHNS-based immobilized CALB was exploited as a biocatalytic platform for the conversion of retinyl acetate, with almost twice increase in conversion efficiency. Taken together, the JHNS-based immobilized CALB paves the way for the design of efficient biphasic conversion system for the production of added-value lipids.