Petroleum-based food packaging causes environmental problems such as waste accumulation and microplastic generation. In this work, biobased films from stable polyelectrolyte complex suspensions (PECs) of xylan and chitosan (70 Xyl/30 Ch wt% mass ratio), at different concentrations of citric acid (CA) (0, 2.5, 5, 7.5 wt%), were prepared and characterized. Films were treated at two temperatures (135 °C, 155 °C) and times (30 min, 60 min) to promote covalent crosslinking. Esterification and amidation reactions were confirmed by Fourier Transform Infrared Spectroscopy and Confocal Raman Microscopy. Water resistance and dry and wet stress–strain results were markedly increased by thermal treatment, mainly at 155 °C. The presence of 5 wt% CA tended to increase dry and wet stress–strain values further, up to 88 MPa—10% (155 °C for 60 min), and 5.6 MPa—40% (155 °C for 30 min), respectively. The UV-blocking performance of the films was improved by all treatments, as was thermal stability (up to T_onset: 230 °C). Contact angle values were between 73 and 84°, indicating partly wettable surfaces. Thus, thermal treatment at low CA concentrations represents a good alternative for improving the performance of Xyl/Ch films.