Burns are serious traumas related to skin damage, causing extreme pain and possibly death. Natural drugs such as Aloe vera and vitamin E have been demonstrated to be beneficial in formulations for wound healing. The aim of this work is to develop and evaluate polymeric films containing Aloe vera and vitamin E to treat wounds caused by burns. Polymeric films containing different quantities of sodium alginate and polyvinyl alcohol (PVA) were characterized for their mechanical properties and drug release. The polymeric films, which were produced, were thin, flexible, resistant, and suitable for application on damaged skin, such as in burn wounds. Around 30% of vitamin E acetate was released from the polymeric films within 12 hours. The in vivo experiments with tape stripping indicated an effective accumulation in the stratum corneum when compared to a commercial cream containing the same quantity of vitamin E acetate. Vitamin E acetate was found in higher quantities in the deep layers of the stratum corneum when the film formulation was applied. The results obtained show that the bioadhesive films containing vitamin E acetate and Aloe vera could be an innovative therapeutic system for the treatment of burns.