Silk nanofibrils (SNFs) extracted from natural silkworm silk represent a class of high-potential protein nanofiber material with unexplored biomedical applications. In this study, a SNF-assembled microsphere with extracellular matrix (ECM)-mimicking architecture and high specific surface area was developed. The SNFs were exfoliated from silkworm silks through an all-aqueous process and used as the building blocks for constructing the microspheres. Inspired by the structure and bioactive composition of ECM, hyaluronic acid (HA) was used as a bio-glue to regulate SNF assembly. With the assistance of HA, the SNF microspheres with stable fluffy nanofibrous structures were synthesized through electrospray. The biomimetic structure and nature derived composition endow the microspheres with excellent biocompatibility and enhanced osteogenic differentiation-inducing ability to mesenchymal stem cells. As proof of versatility, the SNF microspheres were further functionalized with other molecules and nanomaterials. Taking the advantages of the excellent blood compatibility and modifiability from the molecular level to the nanoscale of SNF microspheres, we demonstrated their versatile applications in protease detection and blood purification. On the basis of these results, we foresee that this natural silk-based nanofibrous microsphere may serve as a superior biomedical material for tissue engineering, early disease diagnosis, and therapeutic devices.