Polyelectrolyte multilayer films deposited onto various substrates have been used extensively as drug delivery systems. However, little attention has been paid to the release of drugs from free‐standing polymeric films. Herein, we report the construction of thermal crosslinked free‐standing poly(acrylic acid) (PAA)/branched poly(ethyleneimine) (PEI) multilayer films composed of 25 double layers [(PAA/PEI)25] and their use in sorption/release of diclofenac sodium (DS). The (PAA/PEI)25 multilayer films were characterized by scanning electron microscopy, potentiometric titrations and Fourier transform infrared spectroscopy, while the sorption/release of DS was monitored by UV–Vis spectroscopy. The DS sorption equilibrium data were fitted with five isotherm models (Langmuir, Freundlich, Sips, Dubinin–Radushkevich, and Temkin). The maximum equilibrium sorption capacity, qm, given by the Langmuir model was 32.42 mg DS/g. The Korsmeyer–Peppas semiempirical equation showed that the release of DS from the free‐standing (PAA/PEI)25 films proceeded by pseudo‐Fickian diffusion, irrespective of the releasing media. © 2016 Wiley Periodicals, Inc. J. Appl. Polym. Sci. 2016, 133, 43752.