Anaerobic ammonium oxidation (anammox) is an efficient and promising pathway for nitrogen removal from wastewater, but its application is usually confined by the low growth rate and susceptibility to surroundings of anammox bacteria. In this study, cultured anammox sludge was immobilized using polyvinyl alcohol (PVA)-sodium alginate (SA) gel and put into a lab-scale column reactor at a packing ratio of 20%, and nitrogen removal performance was evaluated at two hydraulic retention times (HRTs). Anammox was rapidly initiated in the reactor, with ammonium and nitrite removal efficiency reaching 82.3% and 84.7% after an operation period of 10 d. Nitrogen removal efficiency declined greatly after the reduction of HRT from 24 h to 12 h, but then recovered quickly, with an average TN removal rate of 84.5% and 0.43 kg·m^-3·d^-1 achieved under the steady operational state. The immobilized anammox reactor performed significantly better and was more stable in nitrogen removal than that with anammox sludge inoculated directly, indicating the superiority of cell entrapment of anammox biomass in addition to its easy reservation. Nitrogen removal in the reactor increased after stable operation with the HRT. It has potential to apply immobilized anammox sludge entrapped by PVA-SA gel for the convenient establishment of an anammox reactor with stable and high nitrogen removal rates.