Careful design of the structures of interfaces between nanofillers and polymer matrices can significantly improve the mechanical and thermal properties of the overall nanocomposites. Here, we investigate how the grafting density on the surface of nanocelluloses influences the properties of nanocellulose/cellulose triacetate (CTA) composites. The surface of nanocellulose, which was prepared by 2,2,6,6-tetramethylpiperidine-1-oxyl oxidation, was modified with long poly(ethylene glycol) (PEG) chains at different grafting densities. The PEG-grafted nanocelluloses were homogeneously embedded in CTA matrices. The mechanical and thermal properties of the nanocomposites were characterized. Increasing the grafting density caused the soft PEG chains to form denser and thicker layers around the rigid nanocelluloses. The PEG layers were not completely miscible with the CTA matrix. This structure considerably enhanced the energy dissipation by allowing sliding at the interface, which increased the toughness of the nanocomposites. The thermal and mechanical properties of the composites could be tailored by controlling the grafting density. These findings provide a deeper understanding about interfacial design for nanocellulose-based composite materials.