Amylase is an enzyme used to hydrolyze starch in order to obtain different products that are mainly used in the food industry. The results reported in this article refer to the immobilization of α-amylase in gellan hydrogel particles ionically cross-linked with Mg2+ions. The obtained hydrogel particles were characterized physicochemically and morphologically. Their enzymatic activity was tested using starch as a substrate in several hydrolytic cycles. The results showed that the properties of the particles are influenced by the degree of cross-linking and the amount of immobilized α-amylase enzyme. The temperature and pH at which the immobilized enzyme activity is maximum were T = 60 °C and pH = 5.6. The enzymatic activity and affinity of the enzyme to the substrate depend on the particle type, and this decreases for particles with a higher cross-linking degree owing to the slow diffusion of the enzyme molecules inside the polymer’s network. By immobilization, α-amylase is protected from environmental factors, and the obtained particles can be quickly recovered from the hydrolysis medium, thus being able to be reused in repeated hydrolytic cycles (at least 11 cycles) without a substantial decrease in enzymatic activity. Moreover, α-amylase immobilized in gellan particles can be reactivated via treatment with a more acidic medium.