Conventional single-screw extrusion was used for continuous processing of mechanically fibrillated cellulose nanofibrils (CNFs) into wet sheets. A high shear mixing procedure was used to preprocess highly loaded CNF pastes with a processing aid like carboxymethyl cellulose (CMC), xanthan gum (XG), or anionic polyacrylamide (aPAM). The higher solid loadings significantly reduced the preparation and drying time. The water-retention ability and stability of CNF suspensions containing different processing aids were assessed through centrifugation and zeta potential analysis. Extrusion of the prepared pastes showed that cohesive sheets could be produced continuously at output rates of 7.45 ± 0.47 kg/h (or 1.14 ± 0.072 dry) without the introduction of surface defects. Rheological analysis linked extrudate homogeneity and reduced defects to a stronger Newtonian response for CNF/CMC pastes when compared to pure CNFs. However, CNF/XG and CNF/aPAM pastes exhibited a significant shear thinning response. This coincided with more frequent appearance of observable aggregates and defects in the films. Tensile testing of the pressed and heated CNF/CMC extrudates revealed equivalent mechanical properties to cast CNF films prepared through conventional slow solution casting. Calendering of wet CNF/CMC extrudates showed that full consolidation can be achieved, thus providing a way to continuously dry and press the wet films.