To enable filament extrusion additive manufacturing of mechanically adaptive nanocomposites, the effect of melt extrusion on the tensile modulus and mechanical adaptiveness of cellulose nanocrystal (CNC)/thermoplastic polyurethane (TPU) composites was investigated. TPU (Texin RxT70A) was processed with 10 wt % CNC in multiple formats, including solvent‐cast films and melt extrusion‐produced filaments. CNC orientation is characterized by polarized Raman spectroscopy and small‐angle X‐ray scattering (SAXS) and found to be uniaxially oriented in extruded filaments, and randomly oriented in solvent‐cast films. Dynamic mechanical analysis results show the addition of 10 wt % CNC increases the pure TPU storage modulus from 10 to 60–70 MPa in the dry state for solvent‐cast and extruded nanocomposites. Following water saturation, all CNC‐containing samples reach a similar wet storage modulus of approximately 26 MPa, regardless of CNC orientation and thermal history. Fickian diffusion scaling factors (6.8 to 11.6) scale closely to the time‐dependent empirical scaling factors (4.9 to 7.2), confirming the rate of mechanical adaptivity is driven by water diffusion through sample thickness. Our results suggest that mechanical adaptivity is retained following processing, enabling use as a feedstock for extrusion‐based additive manufacturing of CNC/TPU composites for mechanically adaptive parts. © 2018 Wiley Periodicals, Inc. J. Appl. Polym. Sci. 2019, 136, 46992.