What I can do in order to improve the folding of the protein?
If you have over-expressed an eukaryotic full length protein or the enzymatic part, then E. coli does not necessarily provide a good environment for its folding so you need to express it in the same system which the original protein came from, e.g. mammalian or Drosophila etc. E. coli over expression is mostly used to generate wast amounts of protein for the purposes of protein sequence based Ab generation amongst other things. Look at this review for some of the solutions it offers for proteins not folding correctly in E. coli when over-expressed (http://www.biomedcentral.com/1472-6750/4/32).

The remainder of your question is a duplicate of this question (Ni-NTA purification, problem with the chaperone protein), which I have provided an extensive answer/comments to!

In addition, since the lack of enzyme functionality is a potential indication of errors in its state/3D structure, it is however not a definitive reason. Could you provide some explanations as to what experiments you have conducted to reach that conclusion and how this second point about chaperone eluding with your protein relevant to the first and the last section of your question?