In this work, 3D highly electrically conductive cellulose nanofibers (CNF)/Ti3C2Tx MXene aerogels (CTA) with aligned porous structures are fabricated by directional freezing followed by freeze-drying technique, and the thermally annealed CTA (TCTA)/epoxy nanocomposites are then fabricated by thermal annealing of CTA, subsequent vacuum-assisted impregnation and curing method. Results show that TCTA/epoxy nanocomposites possess 3D highly conductive networks with ultralow percolation threshold of 0.20 vol% Ti3C2Tx. When the volume fraction of Ti3C2Tx is 1.38 vol%, the electrical conductivity (σ), electromagnetic interference shielding effectiveness (EMI SE), and SE divided by thickness (SE/d) values of the TCTA/epoxy nanocomposites reach 1672 S m-1, 74 dB, and 37 dB mm-1, respectively, which are almost the highest values compared to those of polymer nanocomposites reported previously at the same filler content. In addition, compared to those of the samples without Ti3C2Tx, the storage modulus and heat-resistance index of TCTA/epoxy nanocomposites are enhanced to 9792.5 MPa and 310.7°C, increased by 62% and 6.9°C, respectively, presenting outstanding mechanical properties and thermal stabilities. The fabricated lightweight, easy-to-process, and shapeable TCTA/epoxy nanocomposites with superior EMI SE values, excellent mechanical properties, and thermal stabilities greatly broaden the applications of MXene-based polymer composites in the field of EMI shielding.