Capsaicin, an active ingredient in red pepper, shows great antibacterial activity. Herein, a series of sodium alginate/pullulan composite films incorporated with different concentrations of capsaicin were fabricated. Their physico-chemical properties were systematically investigated. With the increased content of capsaicin, the transmittance, elongation at break, and moisture content of the films decreased, whereas the tensile strength, water vapor permeability, and surface contact angle increased. Furthermore, the liquid culture tests revealed that the composite films exhibited good antibacterial performance against E. coli and S. aureus. The practical application of these antibacterial films for apple protection also exhibited a positive result, which makes it possible to use them in food packaging.