Inspired by living systems, biomolecules have been employed in vitro as building blocks for creating advanced nanostructured materials. In regard to nucleic acids, peptides, and lipids, their self-assembly pathways and resulting assembled structures are mostly encoded in their molecular structures. On the other hand, outside of its chain length, cellulose, a polysaccharide, lacks structural diversity; therefore, it is challenging to direct this homopolymer to controllably assemble into ordered nanostructures. Nevertheless, the properties of cellulose assemblies are outstanding in terms of their robustness and inertness, and these assemblies are attractive for constructing versatile materials. In this review article, we summarize recent research progress on the self-assembly of cellulose and the applications of assembled cellulose materials, especially for biomedical use. Given that cellulose is the most abundant biopolymer on Earth, gaining control over cellulose assembly represents a promising route for producing green materials with tailor-made nanostructures.