Polysiloxane-based polyurethane films with cross-linked structure are synthesized by the sol-gel process using isophorone diisocyanate (IPDI), polydimethylsiloxane (PDMS), polycaprolactone (PCL) diol, and 3-aminopropyl triethoxysilane (ATS). After the ATS-terminated polyurethane prepolymer, a cross-linked network structure is formed through the process of dehydration and condensation. The hydrophobicity, thermal properties, surface morphology, and mechanical properties of a series of polysiloxane-based polyurethane films with cross-linked structure are further studied. Dynamic mechanical thermal analysis studies show that the crosslink density of polysiloxane-based polyurethane films with cross-linked structure is improved with the addition of ATS. Polysiloxane-based polyurethane films with cross-linked structure can not only enhance mechanical strength but also improve heat resistance and hydrophobicity. The results show that the maximum decomposition temperature of the polysiloxane-based polyurethane films with cross-linked structure reaches 475 °C, the hydrophobicity increases to 114.2°, and the mechanical strength increases to 16.7 Mpa, which are 18.75%, 7.53%, and 59.04% higher than that of the control group, respectively. This is mainly due to the cross-linked network structure formed by the sol-gel process, which limits the movement of the segment and increases the rigidity of the material. Besides, a dense protective layer is formed on the surface due to cross-linking, which prevents the infiltration of water molecules. Interestingly, with the increase of ATS, the R q value of the surface shows an increasing trend. This is in contrast to the study by Kamal Mohamed Seeni Meera et al. Who shows that the R q value decreases with increasing crosslink density. Also, it can be seen from the results of XPS characterization that Si element of the surface is increased, which is mainly due to the sol-gel phenomenon of ATS occurring on the surface of the material.