Strong, continuous, and highly porous coaxial fibers with cellulose nanofibril (CNF) aerogel core and cellulose-rich sheath were fabricated by wet-spinning hollow fibers and infusing them with aerogel precursor for high-performance thermal insulators. The sheath contained multiscale pores, including microvoids (14.5 μm) and sub-micron pores (133 nm) in bulk, as well as ca. 25–26 nm surface nanopores, to function as a template and protective sheath for the microporous CNF aerogel core. The porous coaxial fibers had many desirable qualities, including low density (0.2 g cm3), high porosity (85%), high specific tensile strength (23.5 ± 2.5 MPa g cm−3), wide working temperatures (−20 to 150 °C), continuous and large-scale producibility, as well as biodegradability. The unique combination of multiscale porous sheath and ultra-low density aerogel core synergistically minimizes heat conductivity by all three mechanisms, i.e., restrain air circulation to limit convective heat transfer, while the poor conducting cellulose permitting little conductive heat transfer and the highly crystalline aerogel cellular walls prohibit infrared radiation, effectively suppresses radiative heat transfer under extreme temperatures.