Films obtained by casting, starting from conventional emulsions (CE), nanoemulsions (NE) or their gels, which led to different structures, with the aim of explore the relationship between structure and physical properties, were prepared. Sodium caseinate was used as the matrix, glycerol as plasticizer, glucono-delta-lactone as acidulant to form the gels, and TiO2 nanoparticles as reinforcement to improve physical behavior. Structural characterization was performed by SAXS and WAXS (Small and Wide Angle X-ray Scattering, respectively), combined with confocal and scanning electron microscopy. The results demonstrate that the incorporation of the lipid phase does not notably modify the mechanical properties of the films compared to solution films. Films from NE were more stable against oil release than those from CE. Incorporation of TiO2 improved mechanical properties as measured by dynamical mechanical analysis (DMA) and uniaxial tensile tests. TiO2 macroscopic spatial distribution homogeneity and the nanostructure character of NE films were confirmed by mapping the q-dependent scattering intensity in scanning SAXS experiments. SAXS microscopies indicated a higher intrinsic homogeneity of NE films compared to CE films, independently of the TiO2 load. NE-films containing structures with smaller and more homogeneously distributed building blocks showed greater potential for food applications than the films prepared from sodium caseinate solutions, which are the best known films.