The mechanical strength of hydrogel microstructures is crucial for obtaining the desired flexibility, robustness, and biocompatibility for various applications such as cell scaffolds and soft microrobots. In this study, we demonstrate the fabrication of microstructures composed of cellulose nanofibers (CNFs) and poly(ethylene glycol) diacrylate (PEGDA) hydrogels by multiphoton polymerization. The stress of the fabricated microstructure during tensile testing increased with an increase in the CNF concentration, indicating that the mechanical strength of the microstructure was enhanced by using CNFs as fillers. Moreover, the swelling ratio of the microstructure increased with increasing CNF concentration in the PEGDA hydrogel. Our results show the potential of the technique for the microfabrication of advanced cell scaffolds and soft microrobots with the desired mechanical strength.