In recent decades, environmental concerns and increasing consumer demand for healthy and nutritious food products with prolonged shelf life have made the food packaging industry pay more attention to the preparation of multifunctional biodegradable packaging films based on biopolymers containing active components such as antioxidant and antimicrobial agents. In this study, bio-nanocomposite films were fabricated from gelatin (G) and cellulose nanofibers (CNFs), and different concentrations of zinc oxide (ZnO) and/or Selenium (Se) nanoparticles (NPs) by the casting method. The mechanical, barrier, optical, and structural (FTIR, XRD, and SEM) properties of the films were investigated along with their antibacterial and antioxidant features. The incorporation of ZnO and Se NPs improved the physicomechanical and water resistance of G/CNF films. In this regard, the maximum tensile strength value was obtained for the G/CNF containing 5% w/w ZnO NPs (G/CNF/ZnO3) and G/CNF containing 0.1% w/w Se NPs (G/CNF/Se2) films (~2.20-fold and ~2.13-fold higher than the G/CNF film, respectively). Also, G/CNF with 3% w/w ZnO NPs (G/CNF/ZnO) film had the lowest water vapor permeability and water solubility among all films. Results of the disc diffusion assay showed a stronger antibacterial effect of ZnO NPs compared with Se NPs. The bacterial susceptibility to the antibacterial films was as follows: Listeria monocytogenes > Escherichia coli > Staphylococcus aureus > Pseudomonas fluorescens. The G/CNF films incorporated with Se nanoparticles possessed the higher property of scavenging free radicals in comparison films containing ZnO nanoparticles. Also, the combination of Se NPs and ZnO NPs enhanced the antioxidant effect of the films. In conclusion, gelatin-based edible films containing CNFs, ZnO NPs, and Se NPs can be used in the development of active food packaging products.