A hierarchically anisotropic structure is widely found in natural materials, such as tendons and wood for performing specific functions. However, fabrication of anisotropic materials with interconnected macropores achieving anisotropic structural and mechanical characteristics simultaneously is still a major challenge. Silk fibroin (SF) has attracted great interest as a multifunctional biomaterial, owing to its remarkable mechanical properties, excellent biodegradability, and biocompatibility. In this work, we present a directional-freezing strategy for preparing anisotropic SF-cellulose nanocrystal (CNC) cryogels based on multiple hydrogen bonds between SF, poly(ethylene glycol) (PEG), and cellulose nanocrystals (CNCs) with an orientated microstructure and freezing-direction-dependent mechanical performance, which are reminiscent of natural tissues. The incorporated CNCs acting as connected bridges in the hierarchically porous network can not only endow the SF-CNC cryogels with improved structural stability but also increase the β-sheet amount to improve the cross-link density of an SF network, which collaboratively improved the mechanical properties with Young's modulus of 709 and 160 kPa along the direction parallel and perpendicular to the freezing direction, respectively. Intriguingly, the SF-CNC cryogels display rapid swelling behavior and structural recoverability ascribed to the macroporous structure and abundant hydrophilic groups. Additionally, the resultant SF-CNC cryogels are degradable in a protease XIV solution and the degradation behavior is ascribed to the surface erosion of the SF-CNC cryogels and breakdown of the β-sheet crystalline structure of silk fibroin. Overall, this study suggests a facile and ecofriendly approach via directional freezing to fabricate anisotropic SF-CNC cryogels, which opens up a new prospect for soft-tissue engineering applications.