What is the source of the odor? Is there a sulfur-based reducing agent in the enzyme, such as mercaptoethanol or dithiothreitol? If the source of the odor is a small molecule, you may be able to remove it by gel filtration chromatography or desalting. If a reducing agent is needed to preserve the activity of the enzyme, then you may be able to use gel filtration to replace a sulfur-based one with odorless TCEP.
Please provide more details e..g type of enzyme, application(s), amount, etc. Odorous emissions can composed of a complex mixture of diverse chemical compounds . there are masking chemicals that can neutralize the odor depending on the source