Cellulose nanofibril (CNF) is a promising nanofiller for polymer nanocomposite materials, and a critical challenge in designing these materials is organization of the nanostructure using a facile process. Here, we report a facile aqueous preparation process for nanostructured polystyrene (PS)/CNF composites via the formation of a CNF-stabilized Pickering emulsion. PS nanoparticles, with a narrow size distribution, were synthesized by free radical polymerization in water using CNF as a stabilizer. The nanoparticles were easily collected by filtration, and the resulting material had a composite structure of PS nanoparticles embedded in a CNF framework. The PS/CNF nanocomposite showed high optical transparency, strength, and thermal dimensional stability. Thus, this technique provides a simple and environmentally friendly method for the preparation of novel CNF/polymer nanocomposite materials.