The cutaneous tissue contains cellular protein and polysaccharide components which together maintain the functionality of the tissue. In this study, silk fibroin (SF) and konjac glucomannan (KGM) were physically crosslinked to form biocompatible protein/polysaccharide sponges with tunable mechanical properties for wound dressing application. The pore structure of sponges can be adjusted by changing blend ratio of SF/KGM, forming homogeneous interconnected pore structure. FTIR and Raman results revealed the intermolecular interaction between SF and KGM, suggesting the formation of interpenetrating polymer network after ethanol/ammonium hydroxide treatment. Raising KGM content significantly enhanced water-absorption, water-retention abilities, and compression strength of porous sponges. Especially, the composite sponges possessed a similar compressive modulus with native skin tissue, showing a matched flexibility for wound treatment. Moreover, the cell viability results based on human dermal fibroblast cells demonstrated that the sponge showed excellent biocompatibility for cell adhesion and proliferation. Therefore, due to the strong water-absorption capacity, moist environment, similar compressive modulus with skin tissue and excellent biocompatibility, the composite sponges have potential application in wound dressings.