To achieve efficient utilization of compression wood (CW), a deeper insight into the creep behavior of CW is necessary. In particular, the involvement of lignin for the creep behavior of CW needs to be better understood. In the present paper, wood fibers and slices from CW and normal wood were studied at both high constant humidity and cyclic 30–80% RH conditions. The micromechanical deformation explored by FTIR confirmed that in CW, lignin participated in the stress transfer during creep measurements. For all types of materials, the creep strain rate at constant and cyclic humidity conditions was linearly related to the applied load level. For single CW fibers, the creep rates were higher at a given load for native CW fibers compared to holocellulose CW fibers, due to the lower relative cellulose content. The CW fibers, with a microfibril angle of around 45°, were found to exhibit a greater creep rate during moisture cycling as compared to the higher but constant humidity level, i.e., a mechano-sorptive behavior. However, the mechano-sorptive effect, i.e., the ratio between the creep rates at constant and cyclic humidity, was only slightly higher for the CW holocellulose fibers as compared to the native CW fibers, indicating that the lignin most probably does not contribute to the mechano-sorptive effect.