Gelatin is a natural hydrocolloid with excellent film-forming properties, high processability, and tremendous potential in the field of edible coatings and food packaging. However, its reinforcing by materials such as cellulose nanocrystals (CNC) is often necessary to improve its mechanical behavior, including shape memory properties. Since the interaction between these polymers is complex and its mechanism still remains unclear, this work aimed to study the effect of low concentrations of CNC (2, 6, and 10 weight%) on the molecular organization, thermomechanical, and shape memory properties in mammalian gelatin-based composite films at low moisture content (~10 weight% dry base). The results showed that the presence of CNCs (with type I and type II crystals) interfered with the formation of the gelatin triple helix, with a decrease from 21.7% crystallinity to 12% in samples with 10% CNC but increasing the overall crystallinity (from 21.7% to 22.6% in samples with 10% CNC), which produced a decrease in the water monolayer in the composites. These changes in crystallinity also impacted significantly their mechanical properties, with higher E’ values (from 1 × 104 to 1.3 × 104 Pa at 20 °C) and improved thermal stability at higher CNC content. Additionally, the evaluation of their shape memory properties indicated that while molecular interactions between the two components occur, CNCs negatively impacted the magnitude and kinetics of the shape recovery of the composites (more particularly at 10 weight% CNC, reducing shape recovery from 90% to 70%) by reducing the netting point associated with the lower crystallinity of the gelatin. We believe that our results contribute in elucidating the interactions of gelatin–CNC composites at various structural levels and highlights that even though CNC acts as a reinforcement material on gelatin matrices, their interaction are complex and do not imply synergism in their properties. Further investigation is, however, needed to understand CNC–gelatin interfacial interactions with the aim of modulating their interactions depending on their desired application.