Spinning of cellulose nanofibrils (CNF) offers promising opportunities to develop renewable fibers and filaments with strong, aligned structure. This review introduces recent findings on the relationship between the properties of CNF hydrogels, the spinning conditions and the performance of filaments obtained by dry- and wet-spinning. For example, the filament Young’s modulus correlates with CNF structural factors, such as slenderness and crystallinity. Furthermore, high shear rates and extensional flow strengthen the filament, mainly by improving structural uniformity and partly by effectively orienting the fibrils. However, other less obvious factors, such as those associated with coagulation and drying, play critical roles in filament performance. These and other details related to this timely application of CNF are presented here for the benefit of researchers and users of fibers and filaments for composites, textiles and others.