To improve the mechanical properties of zein films, glycerol (GLY) and glutaraldehyde (GDA) were, respectively, selected as plasticizer and cross-linking agent to fabricate modified zein films by casting method. It was generally believed that the tensile strength (TS) of the modified film was improved with more GDA content. However, there was an interesting phenomenon that above 1 wt% GDA would reduce the TS value. Optimum films were obtained by using 25 wt% GLY and 1 wt% GDA, given dry state properties of tensile strength (TS), elongation at break (EAB %), oxygen transmission rate as 15.22 MPa, 4.25%, 15.5061 cm³/(m²·24 h·0.1 MPa). Circular dichroism (CD) spectroscopy and rheological properties of the film-forming solutions were evaluated. The films were further characterized through using Fourier transform infrared (FTIR), differential scanning calorimetry (DSC), scanning electron microscopy (SEM), oxygen-permeability coefficient (OTR), transmittance (T%) and water contact angle (CA). The cross-linking mechanism of zein films was demonstrated that GLY was effective to fully “lubricate” between the zein molecular chains, GDA was beneficial to obtain the network structure through intra- and intermolecular cross-linking reactions of zein protein. Improving the understanding of this cross-linking mechanism can be useful to develop an environment-friendly, biodegradable polymer which has a strong potential in the packaging industrial applications.