Self-assembly of natural polymers constitute a powerful route for the development of functional materials. In particular, layer-by-layer (LBL) assembly constitutes a versatile technique for the nanostructuration of biobased polymers into multilayer films. Gelatin has gained much attention for its abundance, biodegradability, and excellent gel-forming properties. However, gelatin gels melt at low temperature, thus limiting its practical application. With respect to the above considerations, here, we explored the potential application of gelatin gels as a matrix for protein delivery at physiological temperature. A model protein, bovine serum albumin (BSA), was encapsulated within gelatin gels and then coated with a different number of bilayers of alginate and chitosan (10, 25, 50) in order to modify the diffusion barrier. The coated gel samples were analyzed by means of Attenuated Total Reflectance-Fourier Transform Infrared (ATR-FTIR) and confocal Raman spectroscopy, and it was found that the multilayer coatings onto polymer film were interpenetrated to some extent within the gelatin. The obtained results inferred that the coating of gelatin gels with polysaccharide multilayer film increased the thermal stability of gelatin gels and modulated the BSA release. Finally, the influence of a number of bilayers onto the drug release mechanism was determined. The Ritger-Peppas model was found to be the most accurate to describe the diffusion mechanism.