Macromolecules with antioxidant properties such as polysaccharides from Agaricus blazei Murill mushroom (PAbs) are an excellent option for manufacturing wound dressings. Based on this, this study aimed to analyze preparation, physicochemical characterization, and assessment of the potential wound-healing activity of films based on sodium alginate and polyvinyl alcohol loaded with PAbs. PAbs did not significantly alter the cell viability of human neutrophils in a concentration range of 1–100 μg mL−1. The Infrared Spectroscopy (FTIR) indicates that the components present in the films (PAbs/Sodium Alginate (SA)/Polyvinyl Alcohol (PVA)) present an increase in hydrogen bonds due to the increase of hydroxyls present in the components. Thermogravimetry (TGA), Differential Scanning Calorimetry (DSC) and X-ray Diffraction (XRD) characterizations indicate a good miscibility between the components where PAbs increasing the amorphous characteristics of the films and that the addition of SA increased the mobility of the chains PVA polymers. The addition of PAbs to films significantly improves properties such as mechanical, thickness, and water vapor permeation. The morphological study evidenced good miscibility between the polymers. The wound healing evaluation indicated that F100 film presented better results from the fourth day onward compared to the other groups. It favored the formation of a thicker dermis (476.8 ± 18.99 μm), with greater collagen deposition and a significant reduction in malondialdehyde and nitrite/nitrate, markers of oxidative stress. These results indicate that PAbs is a candidate for wound dressing.