An innovative method combining frontal filtration with ultraviolet (UV) curing has been implemented to design cellulosic nanocomposite films with controlled anisotropic textures from nanometric to micrometric length scales. Namely, an aqueous suspension containing poly (ethylene glycol) diacrylate polymer (PEGDA) as a photocurable polymer and cellulose nanocrystals (CNCs) at a 70/30 mass ratio was processed by frontal filtration, followed by in-situ UV-curing in a dedicated cell. This procedure allowed designing nanocomposite films with highly oriented and densely-packed CNCs, homogeneously distributed in a PEGDA matrix over a thickness of ca. 500 μm. The nanocomposite films were investigated with small-angle X-ray scattering (SAXS), by raster-scanning along their height with a 25 μm vertically-collimated X-ray beam. The CNCs exhibited a high degree of orientation, with their director aligned parallel to the membrane surface, combined with an increase in the degree of alignment as concentration increased towards the membrane surface. Scanning electron microscopy images of fractured films showed the presence of regularly spaced bands lying perpendicular to the applied transmembrane pressure, highlighting the presence of a chiral nematic (cholesteric) organization of the CNCs with a pitch gradient that increased from the membrane surface to the bulk.