Thermally insulating materials (TIMs) with ultra-low thermal conductivity, fire-retardancy, and mechanical stability are demanded to improve energy efficiency in many fields, such as petrochemical plants, energy-saving buildings, and aerospace. However, traditional polymer-based TIMs could not meet these demands. Herein, we propose a direct foaming strategy for obtaining carbon nanotube (CNT) aerogels by the gradual expansion of CNT films with H2O2 as a foaming agent at room temperature. The obtained CNT aerogels have hierarchical cellular structures and possess an ultra-low density (4.6 mg cm-3) and thermal conductivity (16.5 mW m-1 K-1) as well as excellent mechanical robustness and fire-resistance. Our results show that such CNT aerogels have promising applications in the field of thermal insulation and present a facile pathway for the design of thermally insulating, fire-retardant materials based on CNTs.