Cheese whey fermented by lactic acid bacteria (LAB) was used to develop an edible film with antifungal properties. Five LAB strains isolated from artisanal cheeses were screened for antifungal activity and incorporated into a whey–gelatin film. Of the strains tested, Levilactobacillus brevis SJC120 showed the strongest activity against five filamentous fungi isolated from cheese and cheese-making environment, at both 10 °C and 20 °C. The cell-free supernatant from L. brevis inhibited fungal growth by more than 80%. Incorporation of bacterial cells into the film did not alter the moisture content, water vapor permeability, or mechanical and optical properties. The whey–gelatin film was also able to maintain the viability of L. brevis cells at 107 log CFU/g after 30 days at 10 °C. In cheeses wrapped with L. brevis film, the size of fungal colonies decreased by 55% to 76%. Furthermore, no significant differences (p > 0.05) were observed in cheese proteolysis or in the moisture, fat, and protein content of the cheese wrapped with films. The results showed that whey–gelatin film with L. brevis SJC120 can reduce the contamination of cheese with filamentous fungi and could be used as an alternative to conventional cheese preservation and packaging.