Edible films are thin preformed layers that provide food protection against adverse environmental conditions. Despite milk proteins being functional ingredients that can provide interesting features to films, there is scarce information evaluating their influence on film properties and stability. For this reason, this research work compared the mechanical (thickness, tensile strength, elongation at break), hydrodynamic (moisture content, water solubility, swelling ratio, water vapor transmission rate), color and antioxidant (DPPH) properties of edible films based on casein and whey protein isolate (two types, WPI1 and WPI2). Films with casein displayed the highest thickness (0.193 mm), elongation at break (49.67%), moisture content (40.21%) and antioxidant capacity (32.64% of DPPH inhibition), while obtaining the lowest water vapor transmission rate (15.28 g/m2·day). Significant differences were found in the color properties, mainly between films with casein and those made with WPI. Films containing WPI1 and WPI2 were statistically similar in thickness, tensile strength and color properties. The results showed that the properties of the edible films depended on the type of milk protein used. Thus, it is important to evaluate the features provided by different ingredients and formulations for obtaining edible films that properly preserve food.