The development of active food packaging based on natural polymers and pigments is of interest to the food industry. Pigments to make this type of packaging can be extracted from waste and by-products, giving added value and reducing production costs. Therefore, the objective of this work was to study the physicochemical, structural, mechanical and antioxidant properties of zein films with non-ultrafiltered (Z-NUBE for films or NUBE for extract) and ultrafiltered betalain extract (Z-UBE for films and UBE for extract) from beet bagasse as active food packaging. SEM analysis showed that the films with Z-UBE showed a more uniform and smoother surface compared to Z-NUBE. FTIR analysis showed that the possible interaction of zein with betalains was due to physical forces, mains by hydrogen bonds. TGA analysis showed that the average degradation temperature for all films was around 313 °C, giving a greater weight loss due to the interaction between zein and betalains. Analysis by contact angle determined that films with Z-UBE were the most hydrophobic that films with Z-NUBE. Also, as the concentration of betalains increases, their hydrophobicity increases. Regarding antioxidant properties, Z-NUBE showed better antioxidant activity than films with NUBE, mainly by the FRAP method, Z-NUBE1 and Z-UBE1 (both with 1% extract) were 251.161 ± 16.45 and 523.49 ± 26.04 μM T/g, respectively. For the phytochemical content, Z-UBE showed a higher amount of betalains (specifically betacyanins) with increasing concentration between 56.05 and 76.43%, but similar content of phenolic compounds, less than 0.1 mEq GA/g. Therefore, it is concluded that the addition of UBE to zein films has a potential application in the food industry as active food packaging in refrigerated meats and products stored at room temperature.