In order to reduce the thermal discomfort and fire accidents caused by overheating of electronics and high temperature of buildings, high-performance thermal insulation and fire-resistant materials are urgently desirable. Cellulose nanofiber aerogel derived from regenerative resources holds wide promise in the field of thermal insulation, but its inherent flammability, poor mechanical strength and water resistance make it face great challenges in practical application. Herein, a lightweight, porous, anisotropic silylated cellulose nanofiber/hydroxylated boron nitride nanosheet (Si-CNF/BNNS) composite aerogel was prepared by unidirectional freeze-casting technique. Attributed to the aligned structure, Si-CNF/BNNS aerogel was robust axially and compressible radially. The thermal conductivity of aerogel was 0.0621 W·m−1·K−1 in the axial direction and 0.0339 W·m−1·K−1 in the radial direction, demonstrating an anisotropic thermal insulation performance. In addition, aerogel also exhibited excellent flame retardant, hydrophobic and radiative cooling properties, as evidenced by extremely low peak heat release rate of 14.05 kW/m2, water contact angle of 136.6° and high solar reflectivity. This high-performance anisotropic Si-CNF/BNNS aerogel is promising in improving thermal comfort and environmental safety, showing its great potential in electronic packaging and energy efficient buildings.