The aim of this study was to evaluate the effects of candelilla (CAN) or carnauba wax (CAR) incorporation on functional properties of edible sodium caseinate (CAS) films. Glycerol and Tween-80 were used as the plasticizer and the emulsifier, respectively. The results showed that the incorporation of waxes increased film opacity, total color differences (∆E), and mechanical resistance and reduced film lightness, water vapor permeability (WVP), and elongation at break. Scanning electron microscopy showed heterogeneous structure of emulsion films with regular distribution of lipid particles. A different internal arrangement was observed as a function of the film composition with both layered and incorporated film structure. Films containing candelilla wax exhibited more regular lipid reorganization, which resulted in better water vapor barrier efficacy and mechanical resistance in comparison to control films. The presence of Tween-80 resulted in better dispersion of lipid particles in film-forming solutions and lower water solubility, lightness, film opacity, and water vapor permeability, whereas the total color differences (∆E) were significantly larger and the improvement in mechanical properties was also achieved.