The modifications and applications of natural cellulose have attracted more and more interest in recent years, sparked by the progressive shortage of the fossil energy resources and increase in the technological interests in sustainable and renewable raw materials. In this paper, a novel approach for preparation of cellulose/titanium dioxide hybrids was achieved by utilizing supercritical carbon dioxide-assisted impregnation. The hybrids, with a very small scale in length, suggest that the titania particles were not only coating on the external surface but also penetrating into the micro-cavity structure of the cellulose fibers. The penetrating and swelling effect of supercritical carbon dioxide, with a colsovent of ethanol, on the cellulose was also investigated. It was found that such actions of carbon dioxide in the supercritical state influenced the interactions between the molecular chains of cellulose. The titania particles were facilitated by the effect of supercritical carbon dioxide to access and impregnate into the crystalline structure of cellulose fibers by formation and stabilization of hydrogen bonds with abundant hydroxyl groups of cellulose, resulting in a change of its thermal stability in pyrolysis. This preparative procedure is facile and environmentally friendly, and provides a simple approach for the synthesis of useful materials in various applications.