Strong and tough bio-based fibers are attractive for both fundamental research and practical applications. In this work, strong and tough hierarchical core–shell fibers with cellulose nanofibrils (CNFs) in the core and regenerated silk fibroins (RSFs) in the shell are designed and prepared, mimicking natural spider silks. CNF/RSF core–shell fibers with precisely controlled morphology are continuously wet-spun using a co-axial microfluidic device. Highly-dense non-covalent interactions are introduced between negatively-charged CNFs in the core and positively-charged RSFs in the shell, diminishing the core/shell interface and forming an integral hierarchical fiber. Meanwhile, shearing by microfluidic channels and post-stretching induce a better ordering of CNFs in the core and RSFs in the shell, while ordered CNFs and RSFs are more densely packed, thus facilitating the formation of non-covalent interactions within the fiber matrix. Therefore, CNF/RSF core–shell fibers demonstrate excellent mechanical performances; especially after post-stretching, their tensile strength, tensile strain, Young's modulus, and toughness are up to 635 MPa, 22.4%, 24.0 GPa, and 110 MJ m−3, respectively. In addition, their mechanical properties are barely compromised even at −40 and 60 °C. Static load and dynamic impact tests suggest that CNF/RSF core–shell fibers are strong and tough, making them suitable for advanced structural materials.