Edible films and coatings gained renewed interest in the food packaging sector with polysaccharide and protein blending being explored as a promising strategy to improve properties of edible films. The present work studies composite edible films in different proportions of pectin (P), alginate (A) and whey Protein concentrate (WP) formulated with a simplex centroid mixture design and evaluated for physico-chemical characteristics to understand the effects of individual components on the final film performance. The studied matrices exhibited good film forming capacity, except for whey protein at a certain concentration, with thickness, elastic and optical properties correlated to the initial solution viscosity. A whey protein component in general lowered the viscosity of the initial solutions compared to that of alginate or pectin solutions. Subsequently, a whey protein component lowered the mechanical strength, as well as the affinity for water, as evidenced from an increasing contact angle. The effect of pectin was reflected in the yellowness index, whereas alginate and whey protein affected the opacity of film. Whey protein favored higher opacity, lower gas barrier values and dense structures, resulting from the polysaccharide-protein aggregates. All films displayed however good thermal stability, with degradation onset temperatures higher than 170 °C.