Biocompatible gelatin foams were found to exhibit significantly improved mechanical properties by the additions of sepiolite nanofibres. Gelatin nanocomposite foams containing various contents of sepiolite were prepared by lyophilization. With the presence of 9.1 wt% sepiolite, the Young's modulus and compressive collapse strength of the gelatin foam with a cell size of 159 μm and a porosity of 98% were increased by 288% and 308%, respectively. Such enhancements were attributable to the strong interactions between hydrophilic gelatin and sepiolite as suggested by the results from Fourier transform infrared spectroscopy and differential scanning calorimetry which show substantial shifts in the characteristic absorption peaks and the glass transition temperature, to the reduced cell sizes characterised by scanning electron microscopy, and to the reinforcement effects of sepiolite on the gelatin solid material. The mechanical properties of the low-density closed-cell gelatin/sepiolite nanocomposite foams were well predicted using the Gibson–Ashby model for open cells after normalisation of the Young's modulus of the neat polymer foam.