Integrating high mechanical strength yet softness and effective thermal insulation into the same aerogel materials presents a significant challenge. Inspired by penguin feathers, here we assemble aramid nanofibers (ANFs) into aerogel fibers of hierarchical structures through delicate control of covalent and non-covalent interactions during a wet-spinning process. The process involves initial cross-linking of deprotonated ANF sol to form a cellular structure, followed by acid-induced gelation that produces a rigid shell through hydrogen bonding. The shell imparts high tensile strength of up to 74.6 MPa, while the cellular core enables good softness with ultralow bending and compression stresses of 33.8 and 39.8 kPa, respectively. The process is scalable, and allows fabrication of large fabrics with dyeability, hydrophobicity, flame retardancy, moisture and chemical resistances. Notably, the fabrics exhibit good thermal insulation, with a 0.9 mm-thick sample outperforming much thicker commercial counterparts, including a 2.5 mm sweater and a 15 mm jacket.