The use of cellulose nanofibrils (CNF), conventional bleached micrometric cellulose pulp fibers (CF) and lignocellulose nanofibrils (LCNF) has been explored in a polyolefin aqueous dispersion based on ethylene copolymer modified with 6 wt.% of acrylic acid. The addition of 5, 10 and 30 wt% of fibers to neat PE act as reinforcement and increase the Young’s modulus. The PE/LCNF composite exhibit a two-fold increase on Young’s modulus of nanocomposite films containing 10 and 30 wt.%. The PE/CNF and PE/CF films are transparent to naked eye up to 10 wt%, while PE/LCNF are yellowish. The resultant composites showed high thermal stability on processing and application temperatures with only a slight reduction in the thermal degradation temperatures compared to the neat PE and a very low degree of water absorption.