A hard or soft capsule is disclosed comprising a shell and a fill material, wherein the shell comprises an interpenetrating network comprising a silk polymer and a film-forming natural polymer. A method of making a hard or soft capsule is also disclosed, comprising dissolving a silk protein in a solvent system to form a solubilized silk protein solution; mixing the solubilized silk protein solution with a film-forming natural polymer to form a homogenous shell material; and encapsulating a fill material with the homogenous shell material.