All-cellulose composites are commonly prepared using cellulose solvents. In this study, moldable all-cellulose I wood fiber materials of high cellulose purity (97%) were successfully compression molded. Water is the only processing aid. The material is interesting as a “green” biocomposite for industrial applications. Dissolving wood fiber pulps (Eucalyptus hardwood and conifer softwood) are used and the influence of pulp origin, beating and pressing temperature (20–180 °C) on supramolecular cellulose nanostructure is studied by solid state CP/MAS 13C NMR. Average molar mass is determined by SEC to assess process degradation effects. Mechanical properties are determined in tensile tests. High-density composites were obtained with a Young’s modulus of up to 13 GPa. In addition, nanoscale cellulose fibril aggregation was confirmed due to processing, and resulted in a less moisture sensitive material.