In this study, we proposed the use of the biopolymers silk fibroin, chitosan and alginate, which are recognized for their biocompatibility and biodegradability, for the preparation of multilayer membranes aiming at high performance wound dressings with controlled drug delivery. The rationale was to combine in one material the mechanical properties of fibroin, the antimicrobial action of chitosan and the ideal exudate absorption of alginate, reaching a synergic effect of each biopolymer, without losing their individual intrinsic properties. The membranes were prepared by casting and diclofenac sodium was incorporated as model drug into the chitosan solution before the solvent evaporation, being retained in the middle layer of the membrane. Morphological, thermal, mechanical, solubility and barrier properties of the membranes were evaluated, as well as cytotoxicity and microbiological permeation. Results show that the incorporation of the drug did not affect mechanical and barrier properties, as well as microbiological permeation. Drug release was evaluated in vitro using simulated solution of wound exudate at 37 °C and diclofenac sodium was released from the multilayer membrane in 7 h, in which Fickian diffusion was the main mechanism associated. The results show the potential application of the biopolymer multilayer membranes as high-performance wound dressings.