Cellulose, as one of the most abundant natural polymers on earth, has been used in a variety of applications due to its excellent physical, mechanical, and biocompatible properties. Nowadays, with the development of our modern circular economy, high performance cellulose based products are in high demand for use as high tenacity rayon, transparent films, hydrogels and aerogels, microspheres and beads, etc. The mechanical properties of these materials are strongly determined both by the supramolecular structure of cellulose and the molecular interaction between the cellulose surfaces and other materials. Thanks to the high-resolution measurement techniques, the structural information of the molecular processes controlling these interactions is revealed in more detail. This chapter introduces the recent development of the supramolecular structure of different cellulose materials and the interaction between the cellulose materials based on different X-ray techniques like wide-angle X-ray scattering (WAXS), small-angle X-ray scattering (SAXS), and grazing-incidence small-angle X-ray scattering (GISAXS).