Highly methylated apple pectin (HMAP) and pork gelatin (PGEL) have been proposed as gelling agents for pumpkin purée-based films. Therefore, this research aimed to develop and evaluate the physiochemical properties of composite vegetable films. Granulometric analysis of film-forming solutions showed a bimodal particle size distribution, with two peaks near 25 µm and close to 100 µm in the volume distribution. The diameterD4.3, which is very sensitive to the presence of large particles, was only about 80 µm. Taking into account the possibility of creating a polymer matrix from pumpkin purée, its chemical characteristic was determined. The content of water-soluble pectin was about 0.2 g/100 g fresh mass, starch at the level of 5.5 g/100 g fresh mass, and protein at the level of about 1.4 g/100 g fresh mass. Glucose, fructose, and sucrose, the content of which ranged from about 1 to 1.4 g/100 g fresh mass, were responsible for the plasticizing effect of the purée. All of the tested composite films, based on selected hydrocolloids with the addition of pumpkin purée, were characterized by good mechanical strength, and the obtained parameters ranged from about 7 to over 10 MPa. Differential scanning calorimetry (DSC) analysis determined that the gelatin melting point ranged from over 57 to about 67 °C, depending on the hydrocolloid concentration. The modulated differential scanning calorimetry (MDSC) analysis results exhibited remarkably low glass transition temperature (Tg) values, ranging from −34.6 to −46.5 °C. These materials are not in a glassy state at room temperature (~25 °C). It was shown that the character of the pure components affected the phenomenon of water diffusion in the tested films, depending on the humidity of the surrounding environment. Gelatin-based films were more sensitive to water vapor than pectin ones, resulting in higher water uptake over time. The nature of the changes in water content as a function of its activity indicates that composite gelatin films, with the addition of pumpkin purée, are characterized by a greater ability to adsorb moisture from the surrounding environment compared to pectin films. In addition, it was observed that the nature of the changes in water vapor adsorption in the case of protein films is different in the first hours of adsorption than in the case of pectin films, and changes significantly after 10 h of the film staying in an environment with relative humidity RH = 75.3%. The obtained results showed that pumpkin purée is a valuable plant material, which can form continuous films with the addition of gelling agents; however, practical application as edible sheets or wraps for food products needs to be preceded with additional research on its stability and interactions between films and food ingredients.