Essential oils (EOs) are effective antimicrobial agents against a variety of foodborne pathogens; however, their peculiar flavor limits their applications in food preservation. Smaller amounts of EOs in the packaging material are preferable, and a combination of EOs with other antimicrobial compounds can decrease the required dose of EOs while maintaining the appropriate antimicrobial activity. In this study, a novel antimicrobial electrospun nanofilm, namely polyvinyl alcohol/β-cyclodextrin/cinnamon essential oil/lysozyme (PVA/β-CD/CEO/LYS), was fabricated by the combination of CEO and LYS as an antimicrobial agent. The suitable CEO and LYS concentration were determined as 2% (w/w) and 0.25% (w/w), respectively. Attenuated total reflectance-Fourier transform infrared spectroscopy (ATR-FTIR) and thermogravimetric analysis (TGA) indicated the existence of a molecular interaction among PVA, β-CD, CEO, and LYS, which improved the thermal stability of CEO and LYS. Compared to the PVA/LYS and PVA/β-CD/CEO nanofilm with an individual antimicrobial agent, PVA/β-CD/CEO/LYS nanofilm exhibited stronger antibacterial activity against Listeria monocytogenes and Salmonella enteritidis. In addition, it exhibited an excellent antifungal activity against Aspergillus niger and Penicillium. Its minimum inhibition concentration (MIC) against L. monocytogenes and S. enteritidis was approximately 0.8–1 mg mL⁻¹ (corresponding CEO concentration 7.6–9.5 μg mL⁻¹ and LYS concentration 36–45 U mL⁻¹) and minimum bactericidal concentration (MBC) was approximately 6–7 mg mL⁻¹ (corresponding CEO concentration 57–66.5 μg mL⁻¹ and LYS concentration 270–315 U mL⁻¹). Therefore, the antimicrobial PVA/β-CD/CEO/LYS electrospun nanofilm has a potential for application in active food packaging.