Poly(ether ether ketone) (PEEK) is a high performance polymer that cannot usually be foamed reliably using conventional injection-moulding processes. Here, vapour-grown carbon nanofibres (CNFs) are introduced to stabilise the foaming process, and the resulting morphology of injection-moulded integral foams is investigated in detail. Different image analysis techniques revealed the positive effect of the nanofiller on the cellular structure. Electron microscopy confirmed a homogeneous dispersion of the nanofibres in the cellular PEEK cores. The mechanical properties of the foam injection-moulded samples, in bending, showed an increase in yield strength and elastic modulus with nanofibre loading fractions up to 15 wt%. Although the compressive properties of the foams were reduced as compared to the solid-polymer, the CNFs clearly offset this reduction in properties. Detailed differential scanning calorimetry (DSC) and dynamic mechanical analysis provide further evidence of an interaction between the matrix and the nanoscale filler.