Natural cellulose (NC) is the most abundant biomacromolecule. The fact that each pyranose ring of NC has three hydroxyl groups implies that NC should be highly hydrophilic. The paradoxical water insolubility of NC is usually explained by the strong tendency to form the hydrogen-bonding network by the high content of hydroxyl groups. In this study, we present the first experimental evidence that NC is rather hydrophobic, even if the chains are molecularly dispersed. By single-molecule force spectroscopy, the single-chain mechanics of NC has been studied in various liquid environments. In a common nonpolar solvent, octane, NC shows the elastic force-extension (F-E) curve. We find that this kind of F-E curve can be fitted well by the QM-FJC model, in which the single-chain elasticity obtained from quantum mechanical (QM) calculations is integrated into the freely jointed-chain (FJC) model. However, the result of NC obtained in water is different, which shows a long plateau in the F-E curve. Further study shows that the height of the plateau is temperature dependent. However, the plateau disappears when an 8M urea solution is used as the liquid environment. AFM images obtained in water show that single NC chains exist in a compact globule conformation on the sample surface. According to the molecular structure, methylcellulose (MC) should be more hydrophobic than NC. However, no plateau can be observed from the MC samples in water. On the basis of all the results above, we can draw a conclusion that both of the hydrophobic effect and the crystallization of NC contribute to the plateau in the F-E curve obtained in water. The experimental observation of the hydrophobic nature of NC at the single-chain level provides new insights into the understanding of NC.