Methods and systems are described for continuously densifying at least one nanofiber sheet using heat and an applied force that can include both compressive and tensile components. Nanofiber sheets densified using these techniques have a more uniform and more highly aligned microstructure than nanofiber sheets densified using a solvent alone. As a result, the nanofiber sheets of the present disclosure have, for example, higher tensile strength and better electrical conductivity than nanofiber sheets densified using other techniques.