In this work, cellulose nanofibers (CNF) were surface treated by plasma and grafted with poly(ethylene glycol)methyl ether methacrylate (PEGMMA) for increasing mechanical strength and hydrophobicity. The surface characteristics of the sponges were studied by scanning electron microscopy, micro-computed tomography, and Fourier transform infrared spectroscopy, which demonstrated successful surface modification. Plasma treatment applied to CNF suspension led to advanced defibrillation, and the resulting sponges (CNFpl) exhibited smaller wall thickness than CNF. The grafting of PEGMMA led to an increase in the wall thickness of the sponges and the number of larger pores when compared with the non-grafted counterparts. Sponges with increased hydrophobicity demonstrated by an almost 4 times increase in the water contact angle and better mechanical strength proved by 2.5 times increase in specific compression strength were obtained after PEGMMA grafting of plasma treated CNF. Cells cultivated on both neat and PEGMMA-grafted CNF sponges showed high viability (>99%). Remarkably, CNF grafted with PEGMMA showed better cell viability as compared with the untreated CNF sample; this difference is statistically significant (p < 0.05). In addition, the obtained sponges do not trigger an inflammatory response in macrophages, with TNF-α secretion by cells in contact with CNFpl, CNF-PEGMMA, and CNFpl-PEGMMA samples being lower than that observed for the CNF sample. All these results support the great potential of cellulose nanofibers surface treated by plasma and grafted with PEGMMA for biomedical applications.