For carbon nanofiber/poly(vinylidene fluoride) (CNF/PVDF) nanocomposite materials, the strong interactions between nanofillers would induce agglomeration and hence significantly deteriorate both the electromagnetic interference (EMI) shielding and thermal conductivity of materials. In this work, an effective supercritical fluid-assisted thin cell wall stretching−defoaming method was proposed to improve the nanofiller dispersion of CNF/PVDF nanocomposites. Meanwhile, the relationship between the nanofiber 3D network structure and the cell growth of foaming was studied in depth via a biaxial stretching experiment and a Monte Carlo simulation. By using this method, the nanocomposite performance was enhanced: (1) at a low filler content, the 3D stretching is beneficial for improving the nanoscale interface in nanocomposites, that is, increasing the dielectric permittivity (increased by 183.7%), decreasing the dielectric loss, and increasing the breakdown strength (increased by 87.1%), and (2) at a high filler content, the 3D stretching is beneficial for improving the macroscale network. That is, the EMI increased by 46.4% and the thermal conductivity increased by 27.3%.