In this study, the objective was to prepare and characterize films with different concentrations of demineralized whey (3–10%) and gelatin (1–3%) containing glycerol (10–70%) as a plasticizer and chitosan or nanochitosan as an additive. Mechanical properties, thickness, grammage, opacity, moisture content, water, and ethanol solubilities of the obtained films were determined. The formation of films without glycerol and gelatin was not possible. A higher gelatin concentration led to more desirable mechanical properties. Thickness, grammage, opacity, and moisture content remained almost constant after increasing gelatin concentration. Heightening glycerol concentrations raised water and ethanol solubility. Despite presenting high water solubility, the films showed low ethanol solubility. The formulation containing whey (3%), glycerol (20%), gelatin (3%), and chitosan (0.1%) resulted in the highest performing film concerning physical and mechanical aspects. Through Fourier transform infrared spectroscopy analysis, it was possible to observe the displacement and the frequency reduction of the band near 3,300 cm−1, revealing different protein interactions. It indicates that hydrogen bonds occur between the amino group and OH of the protein molecules reducing film hydrophilicity. Contact angle measurements also showed a less hydrophilic character. The films present the potential to prolong the shelf life of food, such as dairy products.