Plasma-generated H₂O₂ can be used to fuel biocatalytic reactions that require H₂O₂ as a cosubstrate, such as the conversion of ethylbenzene to (R)-1-phenylethanol ((R)-1-PhOl) catalyzed by unspecific peroxygenase from Agrocybe aegerita (rAaeUPO). Immobilization is recently shown to protect biocatalysts from inactivation by highly reactive plasma-produced species; however, H₂O₂ supply by the employed plasma sources (μAPPJ and DBD) is limiting for rAaeUPO performance. This study evaluates a recently introduced capillary plasma jet for suitability to supply H₂O₂ in situ. H₂O₂ production is modulated by varying the water concentration in the feed gas, providing a greater operating window for applications in plasma-driven biocatalysis. In a static system after 80 min of biocatalysis, a turnover number of 44,199 mol_(R)-1-PhOl mol⁻¹_rAaeUPO is achieved without significant enzyme inactivation. By exchanging the reaction solution every 5 min, a total product yield of 122 μmol (R)-1-PhOl is achieved in 700 min run time, resulting in a total turnover number of 174,209 mol_(R)-1-PhOl mol⁻¹_rAaeUPO. This study concludes that the capillary plasma jet, due to its flexibility regarding feed gas, admixtures, and power input, is well suited for in situ H₂O₂ generation for plasma-driven biocatalysis tailoring to enzymes with high H₂O₂ turnover.