Interconnected macro-porous cryogels with robust and pore-tunable structures have been fabricated using chemically crosslinked microfibrillated cellulose (MFC). Periodate oxidation was initially conducted to introduce aldehyde groups into the MFC surface, followed by the freeze-induced chemical crosslinking via the formation of hemiacetal bonds between aldehyde and hydroxyl at −12 °C. The cryogels with pore-tunable structures and sharply enhanced mechanical strengths were finally achieved by re-assembly of MFCs through soaking in NaIO₄ solution. Furthermore, the MFC cryogels were post-crosslinked by polyethyleneimine (PEI), bestowing the cryogels with the capability of adsorbing anionic dyes. The stress of the PEI-MFC cryogel at the 80% strain was determined to be 304.5 kPa, which is the maximum value for the nanocellulose-based cryogels reported so far. Finally, the adsorption performances of PEI-MFC cryogels for methyl orange (MO) were evaluated. Maximum adsorption capacity of 500 mg/g could be obtained by the Langmuir model, outperforming that of previous absorbent materials. Reuse experiments indicated that over 90% of adsorption capacity was retained after 6 cycles. Continuous clean-up experiments demonstrated excellent MO removal abilities of the PEI-MFC cryogel. This study shows that the novel, green strategy to fabricate the robust cryogel extends the practical applications of nanocellulose adsorbents for environmental remediation.