When cross-linked by heating or by gamma-irradiation and entrapped in cellulose, whey proteins can generate insoluble biofilms with good mechanical properties and high resistance to attack by proteolytic enzymes. Interchain cross-linking of proteins generated an increase in the puncture strength, and a decrease in water vapor permeability. Gelatin was added in film formulation as a stabilizer to improve the puncture strength and film appearance. The structure of the biofilms was also analyzed. SDS-PAGE revealed that heating and gamma-irradiation produce an increase of the molecular weight of the cross-linked protein. Size exclusion chromatography showed a molecular mass of 40 kDa for un-cross-linked whey proteins, whereas for the soluble fractions of the cross-linked proteins, molecular distributions were between 600 and 3800 kDa for the heated proteins and between 1000 and 2000 kDa for gamma-irradiated proteins. No major alteration of the structural conformation of the proteins was observed by FTIR for biofilms obtained after heat treatment, whereas gamma-irradiation induced some modifications in the protein structure. X-ray diffraction analysis suggests that cross-linking by gamma-irradiation seems to modify the conformation of proteins, which became more ordered and more stable.