Fiber spinning of anionic TEMPO-oxidized cellulose (TOCN) nanofibrils with polycations by interfacial polyelectrolyte complexation is demonstrated. The formed fibers were mostly composed of cellulose nanofibrils and the polycations were a minor constituent, leading to yield and ultimate strengths of ca. 100 MPa and ca. 200 MPa, and Young’s modulus of ca. 15 GPa. Stretching of the as-formed wet filaments of TOCN/polycation by 20% increased the Young’s modulus, yield strength, and ultimate tensile strength by approximately 45, 36, and 26%, respectively. Importantly, feasibility of compartmentalized wound bicomponent fibers by simultaneous spinning of two fibers of different compositions and entwining them together was shown. This possibility was further exploited to demonstrate reversible shape change of a bicomponent fiber directly by humidity change, and indirectly by temperature changes based on thermally dependent humidity absorption. The demonstrated route for TOCN-based fiber preparation is expected to open up new avenues in the application of nanocelluloses in advanced fibrous materials, crimping, and responsive smart textiles.