In recent years, cellulose nanofiber (CNF) has become an avidly researched material in cutting edge research fields involving prominent researchers, both in academia and industry. This has become an exciting time reaching beyond just scientific curiosity as CNF is beginning to enter various marketplaces. CNF shows unique and potentially useful features, which includes abundance, high specific surface area, renewability, high strength, eco-friendliness and high crystallinity. It is an excellent material for polymer reinforcement. Many studies have been conducted to understand the effects of CNF as a filler in polymer composites. Interestingly, most CNF polymer composites have shown a better mechanical performance compared to the neat base polymer. Thus, this enhances the application of CNF into reinforced polymer composites in several industries such as automotive, packaging, medical implant, electronics, building material and paper. Therefore, in this review, the performances of CNF polymer composites are carefully evaluated. Beyond that, several factors influencing the performance of these composites are discussed.