The self-assembly of cellulose-based amphiphilic dense grafting copolymer ethyl cellulose graft poly(acrylic acid) (EC-g-PAA) in a selective solvent was measured by dynamic light scattering (DLS) and transmission electron microscopy (TEM). Our aim is to realize the intra- or inter-molecular association by collapsing the backbone of dense grafting copolymers. The effects of grafting density, grafting length and solvent on the formation of the unimolecular or multimolecular micelles of EC-g-PAA were discussed. It was shown that the self-association of the grafting copolymers could occur in the mixed solvents of THF and water. The shorter graft chain could induce the multimolecular micelles, while the longer graft chain could lead to the unimolecular micelles. The possible micellization mechanism was proposed from the aspect of chain conformation.