In this study, a zein-stabilized lemon essential oil Pickering emulsion (ZLPE) was incorporated into a carboxymethyl cellulose/gelatin (CMC/GL) composite film to develop a bio-based packaging material with bioactive properties. The average droplet size of the ZLPE was measured at 3.62 ± 0.08 μm, with a zeta potential of −31.33 ± 0.32 mV, highlighting its excellent stability. The image results of confocal laser microscopy and scanning electron microscopy validated the uniform distribution of ZLPE in the film. The incorporation of ZLPE reduced the water solubility of films by 45.90% and decreased its water vapor permeability by 22.61%, thereby enhancing its hydrophobicity. Additionally, the ZLPE-loaded film improved mechanical properties, enhanced UV-blocking capabilities, and increased thermal stability. The introduction of ZLPE led to the antioxidant activity of the CMC/GL film increasing by six times the original level and endowed it with outstanding antibacterial properties. As a result, cherries packaged with the ZLPE film demonstrated superior preservation performance and extended shelf life in the preservation experiment, exhibiting the film’s potential as a food packaging material.