Wheat gluten protein (WGP) films have a potential to be used to retain freshness of food products due to their ability to insulate water and light. However, the poor mechanical strength, weak water resistance and being prone to rupture have largely limited their practical use in food industry. To overcome these disadvantages, this work modified WGP films by combining with different edible components, including apple pectin (AP), carboxymethyl cellulose (CMC), egg white proteins (EWP) and tartaric acid (TA), respectively. And their physical and functional properties were systematically investigated. The results showed that films made from WGP-CMC had an excellent thermal stability. The addition of EWP endowed WGP films a higher physical strength, with elongation at break of 161.76%. The WGP films with AP were smoother and more homogeneous. The addition of TA improved the water-barrier ability and UV resistance of WGP films, and water vapor permeability reduced from 11.17 to 7.16 when TA was added. This study provides a variety of approaches for preparation of WGP films with enhanced physicochemical and functional characteristics, and holds a great promise for development of edible protein films.