Drying cellulose nanofiber (CNF)-based filaments remains a challenge in scalable production due to the strong water affinity of CNFs and the risk of thermal degradation. In this study, we investigate the structural and mechanical effects of thermal drying at 20, 60, 105, and 160 degrees C on TEMPO-mediated oxidized CNF (TCNF) filaments to determine the optimal drying conditions. Mechanical testing revealed an initial decline in elastic modulus and tensile strength from 20 degrees C to 105 degrees C, followed by a pronounced increase at 160 degrees C, reaching values comparable to those of individual CNFs. Spectroscopic and diffraction analyses (FTIR, XRD) showed a progressive increase in carbonyl content with drying temperature and a moderate decrease in crystallinity indices, while crystal size in the [200] direction increased. SEM and AFM imaging confirmed densification and surface rearrangement at elevated temperatures. These results indicated a dual effect of drying: Moderate heating degraded mechanical performance due to structural disruption, whereas high-temperature treatment enhanced inter-fibril bonding and co-crystallization, leading to superior strength. However, yellowing and partial chemical transformation began at 105 degrees C, suggesting a narrow window between beneficial densification and early degradation. Our findings offer insights into balancing structural integrity and production efficiency for robust, bio-based filament manufacturing