Cellulose nanocrystals (CNCs) have emerged as promising green nanofillers; however, their hydrophilic nature impedes an adequate dispersion of CNCs in hydrophobic matrices. Herein, a solvent-free fabrication of CNC-reinforced epoxy nanocomposites is reported. Pristine (designated as CNCs) and surface-coated CNCs (C-CNCs) were introduced into an epoxy resin (Epon 815C). In the latter case, the CNCs were coated with a curing agent (Epikure 3140) through non-covalent bonding. The CNCs were then dispersed in the epoxy resin by using a three-roll milling/probe sonication combination, whereas for C-CNCs, cooled three-roll milling was used, followed by bath sonication to prevent premature resin curing. The reinforcing effect of CNCs and C-CNCs on the cured epoxy was investigated by dynamic mechanical thermal analysis. The CNCs simultaneously improved the nanocomposite stiffness and energy dissipation compared to the neat cured epoxy. At a 5 wt% CNC loading, the storage and loss moduli in the glassy region increased by 31 and 57%, respectively, while the nanocomposite thermogravimetric behavior remained similar to that of the neat cured epoxy. The C-CNCs exhibited no observable advantage over pristine CNCs due to their processing limitation. The CNC/epoxy nanocomposites are envisioned to find applications in lightweight structural composites, such as those utilized in the automotive and aerospace industries.