Fused filament fabrication (FFF) with thermoplastic filaments is the most popular 3D printing technology. The continuous polymer filaments undergo a series of thermal processes, including heating, melting, cooling, and solidification. Therefore, it is necessary to investigate the thermal behavior of polymer filaments. The present study aims to provide a fundamental study of the thermal decomposition behavior and the isothermal melting crystallization behavior of nanocellulose filled polylactic acid (PLA) filaments. The influences of nanocellulose contents on the thermal decomposition properties such as onset temperature (T onset ), the temperature at 20-wt % conversion (T α20 ), and the temperature at the peak decomposition rate (T p ) were examined by thermogravimetric analysis (TGA). The effects of nanocellulose contents on the glass transition temperature (T g ) and the melting temperature (T m ) were studied by differential scanning calorimetry (DSC). Effects of nanocellulose and polyethylene glycol (PEG) incorporation on the thermal decomposition activation energy, isothermal melting crystallization rate, and semi-crystallization time are also investigated. The addition of nanocellulose improves the thermal stability of PLA filament, whereas the addition of plasticizer PEG decreases the thermal stability. TGA and DSC kinetic analyses indicate that nanocellulose alone or together with PEG could drastically increase the crystallization rate and shorten the semi-crystallization time.