We developed a cross-linking method using freeze concentration and used it to synthesize a carboxymethyl cellulose nanofiber (CMCF) hydrogel with high water content (>94%), high compressive strength (>80 MPa), and high compressive recoverability. The hydrogels were prepared by adding an aqueous solution of citric acid (CA) to a frozen CMCF sol and then thawing the sol. The reaction between the freeze-concentrated CMCF and CA created a rigid porous structure with a pore diameter of approximately 80 μm, which resembled the ice crystal structure. The stress−strain curves of the hydrogel during repeated compression up to 80% strain were similar over three cycles, which indicated that their cross-linked structure had high stability to compressive stress. Without the freeze cross-linking method, the complex of the CMCF sol and CA produced hydrogels, which easily collapsed under compressive stress. Bentonite was immobilized on a CMCF hydrogel by adding bentonite to the CMCF sol before freeze cross-linking. The CMCF−bentonite hydrogel showed high adsorptivity for chemical dyes, and the equilibrium sorption capacities for rhodamine B, basic blue 7, methylene blue, and malachite green were 353, 370, 207, and 234 mg g −1 , respectively. The physically cross-linked CMCF hydrogels are nontoxic, metal-free, and simple to prepare, and thus, they may be useful as sustainable materials in various fields.