Nanofibrous aerogels have been extensively developed as multifunctional substrates in a wide range of fields. Natural silk nanofibrils (SNFs) are an appealing biopolymer due to their natural abundance, mechanical toughness, biodegradability, and excellent biocompatibility. However, fabricating 3D SNF materials with mechanical flexibility remains a challenge. Herein, SNF-based aerogels with controlled structures and well mechanical resilience were prepared. SNFs were extracted from silkworm silks by mechanical disintegration based on an all-aqueous system. The nanofibrils network and hierarchical cellular structure of the aerogels were tuned by the assembly of SNFs and foreign poly(vinyl alcohol) (PVA). The SNF aerogels exhibited an ultralow density (as low as 2.0 mg·cm) and well mechanical properties with a structure allowing for large deformations. These SNF aerogels demonstrated a reversible compression and stress retention after 100 cycles of compression. Furthermore, the resulting aerogels were used for air filtration and showed efficient filtration performance with a high dust-holding capacity and low resistance. Moreover, an extremely low thermal conductivity of 0.028 W·(m·K) was achieved by the aerogel, showing its potential for use in heat-retention applications. This study provides a useful strategy for exploring the use of natural silks in 3D aerogels and offers options for developing filtration materials and ultralight heat-retention materials.