Cellulose nanocrystals have been proved to be ideal reinforcing fillers for rubber. However, the increase in tensile strength always accompanies a reduction in extensibility. In this paper, epoxidized natural rubber (ENR) nanocomposites with dual cross-linking networks by incorporating tunicate cellulose nanocrystals (t-CNs) were prepared. Carboxyl groups were introduced onto t-CNs surface via grafting reaction with maleic anhydride (MAH). Interfacial chemical reaction between carboxyl groups on modified t-CNs and epoxy groups on ENR chains led to formation of covalent cross-linking network. Hydrogen bonds between hydroxyl groups on t-CNs and epoxy groups on ENR chains served as physical cross-linking network. Therefore, uniform dispersion and improved interfacial adhesion were achieved. Meanwhile, the covalent cross-linking network could provide strength and elasticity, while the reversible physical cross-linking network could serve as sacrificing element during stretching and dissipate energy. Therefore, dual cross-linked nanocomposites showed improved strength, modulus, extensibility, and decreased hysteresis compared with sole cross-linked nanocomposites.