The question of how the category of entwined modules can be made into a braided monoidal category is studied. First, the sufficient and necessary conditions making the category into a monoidal category are obtained by using the fact that if (A, C, ψ) is an entwining structure, then A × C can be made into an entwined module. The conditions are that the algebra and coalgebra in question are both bialgebras with some extra compatibility relations. Then given a monodial category of entwined modules, the braiding is constructed by means of a twisted convolution invertible map Q, and the conditions making the category form into a braided monoidal category are obtained similarly. Finally, the construction is applied to the category of Doi-Hopf modules and (α, β )-Yetter-Drinfeld modules as examples.