Cellulose nanofibrils/poly(N-Isopropylacrylamide) semi-interpenetrating networks (MMCNF-PNAs) were synthesized using an in situ fabrication (semi-IPN). The polymerization of N-isopropylacrylamide (NIPAM) (free radical) was conducted in the presence of magnetic modified cellulose nanofibrils (MMCNFs). The adsorption behaviors and surface morphology of the synthesized adsorbents were investigated systematically. The adsorption behaviors of the as-prepared MMCNF-PNA towards methylene blue (MB, as the model contaminant) dye was studied, and the optimal adsorption conditions were also studied. The adsorption processes could be well fitted using pseudo-second-order and Elovich kinetic models. Meanwhile, Langmuir and Freundlich isotherm models were used to fit the adsorption which occurred at 25, 37 and 65 °C. The corresponding results showed that the Freundlich isotherm model fitted the adsorption process better, indicating that the dye’s adsorption happened via heterogeneous adsorptive energies on the prepared MMCNF-PNAs. Their desorption and reusability were also studied to verify magnetic responsivity. To sum up, MMCNF-PNAs are promising magnetic and thermal stimuli-responsive adsorbents, showing a controlled adsorption/desorption process.