Finding renewable alternatives to the commonly used reinforcement materials in composites is attracting a significant amount of research interest. Nanocellulose is a promising candidate owing to its wide availability and favorable properties such as high Young’s modulus. This study addressed the major problems inherent to cellulose nanocomposites, namely, controlling the fiber structure and obtaining a sufficient interfacial adhesion between nanocellulose and a non-hydrophilic matrix. Unidirectionally aligned cellulose nanofiber filament mats were obtained via ice-templating, and chemical vapor deposition was used to cover the filament surfaces with an aminosilane before impregnating the mats with a bio-epoxy resin. The process resulted in cellulose nanocomposites with an oriented structure and a strong fiber–matrix interface. Diffuse reflectance infrared Fourier transform and X-ray photoelectron spectroscopy studies revealed the presence of silane on the filaments. The improved interface, resulting from the surface treatment, was observable in electron microscopy images and was further confirmed by the significant increase in the tan delta peak temperature. The storage modulus of the matrix could be improved up to 2.5-fold with 18 wt% filament content and was significantly higher in the filament direction. Wide-angle X-ray scattering was used to study the orientation of cellulose nanofibers in the filament mats and the composites, and the corresponding orientation indices were 0.6 and 0.53, respectively, indicating a significant level of alignment.