Wound dressings need to have strong physical capabilities, good antibacterial qualities, and, more importantly, natural material components. In this study, zinc alginate and carboxymethyl cellulose were combined to obtain a novel wound dressing film based on natural materials. Film samples were characterized by Fourier transform infrared spectroscopy (FTIR), light transmittance, scanning electron microscopy (SEM), swelling experiments, and water vapor transmittance tests. Wound dressing based on zinc crosslinked alginate and carboxymethyl cellulose films gained antibacterial activity against Gram-negative (Escherichia coli) and Gram-positive (Staphylococcus aureus) bacteria and had a good swelling capability in pure water and isotonic solution (0.9% NaCl), had UV-protective character and had a high value of water vapor transmission rate (WVTR) thanks to their porous structure. Results indicate that the presented formulation is a novel and promising wound dressing material.