Alginate microparticles were prepared by spray drying technique and chemically cross-linked with epichlorohydrin. Microparticles were characterized by size, surface morphology (SEM), zeta potential, thermal analysis (TGA/DSC) and Raman spectroscopy. Microparticles cross-linked with epichlorohydrin were found to have averaged sizes of 648 nm, and zeta potential value of −84 mV. The adsorption capacity of the matrix was studied using Lysozyme and Chymotrypsinogen as model proteins. The equilibrium isotherms were described by the Langmuir and Hill models, respectively. The maximum adsorption capacities for Lysozyme and Chymotrypsinogen were 1880 and 3034 mg/g of Alg microparticle, respectively, which represent excellent results compared to the adsorption capacities showed by commercial resins and macro spheres of alginate. At the end, the capacity of selection and recovery of cross-linked alginate microparticles was assayed for both proteins.