Nanofibrillated cellulose aerogels are low-density bio-based materials that present a great potential in several fields. The properties of aerogels are a consequence of their microstructure. The understanding and control of the structure is therefore a priority for the preparation of aerogels with specific properties. This study aims at investigating how freeze-drying conditions affect the microstructure of nanofibrillated cellulose aerogels and how their microstructure affects their thermal insulating properties. TEMPO-oxidized nanofibrillated cellulose aerogels were prepared by freeze-drying using two different moulds in order to vary the cooling rate and the temperature gradient. The microstructure of the nanofibrillated cellulose aerogels obtained was investigated using both scanning electron microscopy and nitrogen adsorption-desorption. Controlling solvent solidification has a drastic effect on aerogel microstructure. Different temperature gradients result in different distributions of pore size, each with its specific shape and connectivity. The thermal insulation properties of aerogels were evaluated using the hot strip technique. The resulting original structures revealed very different thermal insulation properties. Aerogels with a lamellar microstructure oriented in the direction of the temperature gradient showed porous channels. As a consequence, they had the poorest performance in terms of thermal insulating properties, with a minimal thermal conductivity of 0.038 W/(m.K). Aerogels with a cellular microstructure had smaller pores and reached a minimal thermal conductivity of 0.024 W/(m.K).