Fisheries industries are known to produce large amount of waste such as skins, heads, fins, and backbones, all rich in collagen, which are not always well used. Production of gelatin would be a way to add value to these wastes; however, the main commercial sources of raw materials are porcine or bovine bones and skins. Gelatin is a pure protein, digestible, functional biopolymer obtained by the hydrolysis of collagen, used in many food industries. Fish gelatin has been widely studied, although its mechanical properties are lower than of the mammals. In order to overcome this problem, modification of the structure of fish gelatin becomes an interesting alternative. Usually, chemical cross-linking agents are used to improve the mechanical properties of gelatin; nevertheless, these compounds may leave toxic residues. The use of physical cross-linking agents, such as high pressure or irradiation, could improve the quality of fish gelatins, placing them at a similar level to those of mammals, guaranteeing the absence of toxic metabolites, increasing the list of applications. This review shows information about these physical cross-linkers, promoting further research using these techniques.