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Abstract The abundance of cellulose found in natural resources such as wood, and the wide spectrum of structural diversity of cellulose nanomaterials in the form of micro‐nano‐sized particles and fibers, have sparked a tremendous interest to utilize cellulose's intriguing mechanical properties in designing high‐performance functional materials, where cellulose's structure–mechanics relationships are pivotal. In this progress report, multiscale mechanics understanding of cellulose, including the key role of hydrogen bonding, the dependence of structural interfaces on the spatial hydrogen bond density, the effect of nanofiber size and orientation on the fracture toughness, are discussed along with recent development on enabling experimental design techniques such as structural alteration, manipulation of anisotropy, interface and topology engineering. Progress in these fronts renders cellulose a prospect of being effectuated in an array of emerging sustainable applications and being fabricated into high‐performance structural materials that are both strong and tough.