This article describes nanocomposite films with separately grown protein nanofibrils (PNFs) in a nonfibrillar protein matrix from the same protein starting material (whey). Tensile tests on the glycerol-plasticized films indicate an increased elastic modulus and a decreased extensibility with increasing content of PNFs, although the films are still ductile at the maximum PNF content (15 wt %). Infrared spectroscopy confirms that the strongly hydrogen-bonded β-sheets in the PNFs are retained in the composites. The films appear with a PNF-induced undulated upper surface. It is shown that micrometer-scale spatial variations in the glycerol distribution are not the cause of these undulations. Instead, the undulations seem to be a feature of the PNF material itself. It was also shown that, apart from plasticizing the protein film, the presence of glycerol seemed to favor to some extent exfoliation of stacked β-sheets in the proteins, as revealed by X-ray diffraction.