Cellulose pulp fibres are well known reinforcing agents in composites. The benefits of using a natural cellulose reinforcing agent is its sustainable origin, abundance, and low cost. Highly fibrillated cellulose pulps, called cellulose nanofibrils (CNF) or microfibrillated cellulose (MFC), are small cellulose fibrils with nanoscale diameter and lengths on the micrometer scale. The advantage of CNF compared to pulp fibres is the high length to diameter aspect ratio, which is an important factor that influences the reinforcing effect in thermoplastic composites. In this work CNFs are used as reinforcement in a thermoplastic poly(ethylene acrylic acid) (EAA) matrix. A novel approach of mixing water dispersed EAA with CNF was used to avoid fibril agglomeration and cellulose hornification. Using this wet-mixing method, cellulose content of up to 70 vol. % could be achieved in the composites. The mechanical strength of CNF composites exceeded those of plain pulp fibre composites. The stiffness could be improved by a factor of 25 and the strength by a factor of 3. X-ray tomography reveal the microstructure of the fibres and fibrils in the composites and the wet-mixing method produced well dispersed CNF reinforced composites.