Anisotropic cellulose nanofiber (CNF) foams represent the state-of-the-art in renewable insulation. These foams consist of large (diameter >10 mu m) uniaxially aligned macropores with mesoporous pore-walls and aligned CNF. The foams show anisotropic thermal conduction, where heat transports more efficiently in the axial direction (along the aligned CNF and macropores) than in the radial direction (perpendicular to the aligned CNF and macropores). Here we explore the impact on axial and radial thermal conductivity upon depositing a thin film of reduced graphene oxide (rGO) on the macropore walls in anisotropic CNF foams. To obtain rGO films on the foam walls we developed liquid-phase self-assembly to deposit rGO in a layer-by-layer fashion. Using electron and ion microscopy, we thoroughly characterized the resulting rGO-CNF foams and confirmed the successful deposition of rGO. These hierarchical rGO-CNF foams show lower radial thermal conductivity (lambda(r)) across a wide range of relative humidity compared to CNF control foams. Our work therefore demonstrates a potential method for improved thermal insulation in anisotropic CNF foams and introduces versatile self-assembly for postmodification of such foams.