Cellulose nanofibers (CNFs), which are bundles of semi-crystalline extended cellulose chains, show diameters in the range of 3 to 100 nm and have very high specific strength, good thermal stability, and so on. CNFs-reinforced natural rubber (NR) nanocomposites were prepared by mixing water suspension of CNFs with NR latex using a homogenizer. Then, those were dried in an oven and mixed again with vulcanizing ingredients using an open roll mixer. Furthermore, the composites were mixed with chemical foaming agents to prepare foamed rubbers using an open roll mixer. Foamed rubbers having uniform and fine cells could be obtained by uniformly dispersing CNFs in the composites. As a result, dimensional stability of foamed rubbers containing CNFs was higher than that of foamed rubbers containing inorganic fillers, since the cell walls of foamed rubbers were efficiently reinforced by CNFs. This review summarizes the research works on the preparation and characteristics of CNFs-reinforced rubber nanocomposites and their application to the sport shoes.