An aerogel electrode composed of conductive active materials based on nanocellulose aerogels can absorb more electrolytes, as well as enhance electron transport and ion diffusion channels. In the present study, aerogels with high strength were successfully prepared using 2, 2, 6, 6-tetramethyl-1-piperidinyloxy free radical (TEMPO)-oxidized cellulose nanofibrils (CNF) as a raw material and polyethyleneimine (PEI) as a cross-linking agent. Simultaneously, functional electrode materials were prepared via self-assembly. Based on our findings, PEI can significantly improve the water and solvent solubility and enhance the wet strength and shape recovery ability of CNF aerogels. Meanwhile, the minimum density of the aerogel reached 0.0160 g/cm³, the maximum porosity was approximately 98.5%, and the maximum stress approximated 0.02 MPa. Furthermore, electrochemical tests revealed that after self-assembly of reduced graphene oxide (RGO) and polyaniline (PANI) solution, the mass specific capacitance of the functional composite aerogel was approximately 92 F/g and exhibited good charge-discharge performance.