In this study, cross-linked pearl millet starch and fenugreek oil was used to develop active starch edible films to overcome the limitations of native starch and to substitute artificial preservatives with natural one. The starch was cross-linked at three levels (1%, 3% and 5%) using sodium trimetaphosphate (STMP), and physicochemical properties were studied. Moreover, a comparative study was conducted among four samples of films prepared using native starch, cross-linked starch, and native and cross-linked starch loaded with fenugreek oil for physical, thermal, mechanical, morphological, and antibacterial properties. The solubility, swelling, and amylose content of native and modified starch varied from 11.25–12.75%, 12.91–15.10 g/g, and 8.97–16.55%, respectively. The values of these parameters were reduced as the concentration of STMP increased. Cross-linked starch films showed lower moisture, solubility, water vapor permeability(WVP), and elongation at break (EB) values while having higher thickness, opacity, thermal, and tensile strength values. The microscopic images of cross-linked starch films showed smooth surfaces and the absence of ridges, pores, and cracks. The films loaded with fenugreek oil showed different results; the moisture content, water solubility, and tensile strength were decreased while thickness, opacity, WVP, and EB were increased. The onset temperature and peak temperature were lower, while enthalpy of gelatinization was increased to a greater extent than films without oil. The addition of fenugreek oil to films showed a good inhibition area of 40.22% for native+oil films and 41.53% for cross-linked+oil films % against Escherichia coli. This study confirmed the successful utilization of fenugreek oil as a very effective antimicrobial agent in preparing edible films.