The application potential of cellulose nanofibril (CNF) aerogels has been hindered by the slow and costly freeze‐ or supercritical drying methods. Here, CNF aerogel membranes with attractive mechanical, optical, and gas transport properties are prepared in ambient conditions with a facile and scalable process. Aqueous CNF dispersions are vacuum‐filtered and solvent exchanged to 2‐propanol and further to octane, followed by ambient drying. The resulting CNF aerogel membranes are characterized by high transparency (>90% transmittance), stiffness (6 GPa Young's modulus, 10 GPa cm3 g−1 specific modulus), strength (97 MPa tensile strength, 161 MPa m3 kg−1 specific strength), mesoporosity (pore diameter 10–30 nm, 208 m2 g−1 specific surface area), and low density (≈0.6 g cm−3). They are gas permeable thus enabling collection of nanoparticles (for example, single‐walled carbon nanotubes, SWNT) from aerosols under pressure gradients. The membranes with deposited SWNT can be further compacted to transparent, conductive, and flexible conducting films (90% specular transmittance at 550 nm and 300 Ω ◻−1 sheet resistance with AuCl3‐salt doping). Overall, the developed aerogel membranes pave way toward use in gas filtration and transparent, flexible devices.