To improve the physical properties of protein films, various plasticizers and cross-linking agents were used in the preparation of the films. For zein film, 3% polypropylene glycol with 3% glycerol was the best plasticizer, while 2.5% glycerol was the most suitable for soy protein isolate (SPI) film in terms of tensile strength (TS), % elongation, and water vapor permeability (WVP). Formaldehyde, glutaraldehyde, glyoxal, and cinnamaldehyde as cross-linking agents of protein films were used to further improve the physical properties of the films. All aldehydes used as cross-linking agent in this study improved TS of zein and SPI films. In particular, cinnamaldehyde was the best cross-linking agent due to its safety in foods. These results suggest that appropriate use of plasticizer and cross-linking agent like cinnamaldehyde should improve the physical properties of protein films for use in food packaging.