Spinning filaments from nature's own high-performance building block, cellulose nanofibrils (CNFs), requires additional considerations compared to conventional manmade fibers commonly made from polymer solutions or melts. We herein utilize the colloidal properties of the highly anisotropic CNFs and demonstrate the preparation of core-shell filaments using a coaxial nozzle. The nanofibril dispersion is passed through the core channel, and the sheath flow consists of a functionalizing solution. The flow rates of the suspensions/solutions are carefully controlled to create an extensional flow at the exit of the nozzle, allowing orientation of the nanofibers into continuous filaments that are then extruded into a fixation bath before drying. The self-assembly mechanism relies on the control of the colloidal stability of carboxymethylated CNFs altered by pH or ionic strength changes. In the simplest approach, HCl is used in the sheath flow to assemble the accelerated CNFs in the core flow, leading to an irreversible association of the nanofibers into an oriented filament. The filaments are continuous and homogeneous, with a dry diameter of approximately 20 mu m. The orientation of the CNFs in the spun filament was investigated by wide-angle X-ray scattering, and an orientation index of 0.79 is achieved. The tensile strength of the filaments is 431 +/- 89 MPa, the Young's modulus is 19.2 +/- 3.4 GPa, and the strain at break is 7.4 +/- 1.3%. Core-shell structures are also prepared by incorporating active materials such as carbon nanotubes in the sheath flow. The resulting filaments show a thin shell of a conductive nanotube network covering a core of cellulose nanofibrils, and the conductivity of such structures reaches 1000 S cm(-1), opening up opportunities for composites and interactive materials.