Active packaging with antimicrobial functions to improve the quality and extend the shelf life of food products has gained great interest. Because commercial plastic packaging materials are not biodegradable and cause great environmental problems, plant-derived natural materials have been widely studied for the application of biodegradable packaging materials. Herein, we reported a study of essential oils (EOs)-loaded zein film. Cinnamaldehyde (CIN), carvacrol, and eugenol were added to equip the films with antimicrobial effects, while polyethylene glycol (PEG) and oleic acid (OA) were selected for the improvements of mechanical properties. The results showed that PEG efficiently improves the tensile strength and elongation (%E) of zein films compared to OA, although PEG induced weaker water barrier properties of the films than OA. FTIR spectra confirmed the formation of the hydrogen bonds between zein and PEG/OA. The EO-embedded zein film showed better antimicrobial effects than EO themselves. CIN-embedded films showed the highest antimicrobial effect among the three EOs. The sizes of the inhibition zones against Staphylococcus aureus of PEG-added zein films with 1%, 3%, and 5% CIN were 5.67, 12.67, and 16.67 mm, which were larger than that of pure CIN, with the sizes of 0.00, 3.00, and 4.67 mm, respectively. The developed films demonstrate a gradual release of EOs and show antimicrobial effects up to 96 h, indicating their high potential for the applications as active food packaging.