Cellulose nanofibrils were produced from P. radiata kraft pulp fibers. The nanofibrillation was facilitated by applying 2,2,6,6-tetramethylpiperidinyl-1-oxyl-mediated oxidation as pretreatment. The oxidized nanofibrils were cross-linked with polyethyleneimine and poly N-isopropylacrylamide-co-allylamine-co-methylenebisacrylamide particles and were frozen to form cryo-structured gels. Samples of the gels were critical-point dried, and the corresponding structures were assessed with scanning electron microscopy. It appears that the aldehyde groups in the oxidized nanofibrils are suitable reaction sites for cross-linking. The cryo-structured materials were spongy, elastic, and thus capable of regaining their shape after a given pressure was released, indicating a successful cross-linking. These novel types of gels are considered potential candidates in biomedical and biotechnological applications.