The development of sustainable reinforcing material in plastics coupled with the novel developments in cellulose pulp processing have made cellulose nanofibrils (CNF) commercially available. These highly fibrillated cellulose pulps, with fibrillary dimensions in the nanoscale, have high aspect ratio and excellent potential to be used as reinforcements in thermoplastic composites. However, problems in the form of insufficient reinforcement dispersion, fibre-matrix incompatibility and poor fibre-matrix adhesion are commonly encountered during the melt processing of cellulose-thermoplastic composites and this leads to poor mechanical properties. In this work, continuous extrusion of cellulose nanofibrils (CNF) with thermoplastic is made. The composites were prepared through a combination of water-assisted mixing, master-batch approach and extrusion. The CNF and poly(ethylene acrylic acid) (EAA), which formed the master-batch, were compounded with a modified polyethylene in a single-screw extruder to obtain the final composite. The mechanical properties of the obtained composites were compared to dry extruded samples and compression moulded samples of CNF- EAA and pulp-EAA.