Gels are useful materials for drug delivery, wound dressings, tissue engineering, and 3D printing. These various applications require gels with different mechanical properties that can be easily tuned, also preferably excluding the use of chemical additives, which can be toxic or harmful to the body or environment. Here, we report a novel strategy to synthesize cellulose nanocrystal (CNC) gels with tunable mechanical properties. Sequential freeze-thaw cycling and hydrothermal treatments were applied to CNC suspensions in different orders to give a series of pristine CNC hydrogels. Freeze-drying of the hydrogels also afforded a series of lightweight CNC aerogels. The mechanical properties of the hydrogels and aerogels were studied by rheological measurements and compression strength tests, respectively. Specifically, the complex modulus of CNC hydrogels ranged from 160 to 32,000 Pa among eight different hydrogels, while Young's modulus of CNC aerogels was tuned from 0.114 to 3.98 MPa across five different aerogels. The microstructures of aerogels were also investigated by scanning electron microscopy and X-ray microtomography, which revealed remarkable differences between the materials. Solvent sorption-desorption tests showed that the reinforced networks have excellent stability over the basic CNC aerogels in ethanol, demonstrating a material enhancement from the preparation strategies we developed. Thermal conductivity and thermal stability for these materials were also investigated, and it was found that the lowest thermal conductivity was 0.030 W/m K, and all of the aerogels are generally stable below 280 °C. These characteristics also expand the potential applications of this family of CNC gels to lightweight supporting materials and thermal insulators.